+416.0%
AAOI vs IP
+20.8%
+395.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.1% | -6.8% |
| 7D | -24.5% | 0.0% | -24.5% | -24.2% |
| 30D | -55.9% | +9.4% | -65.3% | -57.5% |
| 3M | -63.6% | -14.1% | -49.6% | -61.4% |
| 6M | -67.6% | +9.2% | -76.7% | -70.1% |
| YTD | +38.6% | -7.5% | +46.2% | +36.3% |
| 1Y | +90.1% | -2.8% | +92.9% | +80.8% |
| 3Y | +416.0% | +21.2% | +394.7% | +449.4% |
| All | +416.0% | +20.8% | +395.2% | +449.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling