+959.5%
AAOI vs IP
+46.2%
+913.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.2% |
| 7D | -0.7% | -5.3% | +4.6% | +1.6% |
| 30D | -17.9% | -10.9% | -7.1% | -14.0% |
| 3M | -48.0% | +11.2% | -59.2% | -51.7% |
| 6M | +5.8% | -10.2% | +16.1% | +7.2% |
| YTD | +202.7% | -2.0% | +204.7% | +190.8% |
| 1Y | +352.5% | -19.1% | +371.6% | +373.0% |
| 3Y | +657.0% | +20.9% | +636.2% | +575.3% |
| 5Y | +1,267.0% | -17.8% | +1,284.8% | +1,311.4% |
| 10Y | +502.7% | +23.5% | +479.2% | +356.8% |
| All | +959.5% | +46.2% | +913.4% | +640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling