+1,314.2%
AAOI vs IR
+32.6%
+1,281.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | -0.2% | -4.5% | +4.3% | +3.7% |
| 30D | -23.7% | -13.9% | -9.8% | -13.7% |
| 3M | -39.0% | -0.3% | -38.7% | -39.7% |
| 6M | -17.0% | -14.3% | -2.7% | -7.9% |
| YTD | +202.2% | -7.9% | +210.1% | +198.5% |
| 1Y | +292.4% | -9.9% | +302.3% | +301.5% |
| 3Y | +804.4% | +6.5% | +797.8% | +795.6% |
| All | +1,314.2% | +32.6% | +1,281.6% | +1,036.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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