+120.8%
AAOI vs IP
-7.8%
+128.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.3% |
| 7D | +12.7% | -0.9% | +13.6% | +12.8% |
| 30D | -46.0% | +6.7% | -52.6% | -45.9% |
| 3M | -61.7% | -16.6% | -45.2% | -61.6% |
| 6M | -71.9% | +6.0% | -77.9% | -72.0% |
| YTD | +51.6% | -10.7% | +62.3% | +56.4% |
| 1Y | +120.8% | -6.7% | +127.4% | +118.2% |
| All | +120.8% | -7.8% | +128.6% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling