+209.3%
AAOI vs IRE
-85.3%
+294.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.8% | +3.5% | -2.8% |
| 7D | +2.9% | +7.9% | -5.0% | +1.3% |
| 30D | -23.1% | +9.3% | -32.4% | -25.5% |
| 3M | -41.0% | -52.3% | +11.3% | -37.8% |
| 6M | -14.3% | -38.5% | +24.2% | -19.7% |
| YTD | +196.3% | -54.8% | +251.1% | +154.3% |
| All | +209.3% | -85.3% | +294.5% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling