+1,298.1%
AAOI vs IP
-21.5%
+1,319.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +1.8% | -1.6% |
| 7D | +4.7% | -4.6% | +9.2% | +6.2% |
| 30D | -18.7% | -15.3% | -3.5% | -14.3% |
| 3M | -33.7% | +2.7% | -36.4% | -35.7% |
| 6M | -2.4% | -7.4% | +4.9% | -2.0% |
| YTD | +209.6% | -8.8% | +218.4% | +208.6% |
| 1Y | +355.0% | -22.4% | +377.5% | +384.9% |
| 3Y | +814.7% | +14.2% | +800.4% | +835.7% |
| 5Y | +1,298.1% | -21.8% | +1,319.9% | +1,413.6% |
| All | +1,298.1% | -21.5% | +1,319.6% | +1,413.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling