+216.0%
AAOI vs IRE
-84.4%
+300.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.0% | -8.9% | +2.4% |
| 7D | -0.7% | +54.8% | -55.4% | -9.3% |
| 30D | -17.9% | +18.4% | -36.3% | -21.9% |
| 3M | -48.0% | -66.7% | +18.7% | -42.2% |
| 6M | +5.8% | -52.3% | +58.2% | +2.6% |
| YTD | +202.7% | -52.3% | +255.0% | +157.1% |
| All | +216.0% | -84.4% | +300.4% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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