+234.0%
AAOI vs IRE
-82.8%
+316.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.2% | -4.5% | +3.7% |
| 7D | +7.9% | +58.9% | -51.0% | -2.0% |
| 30D | -17.8% | +17.2% | -34.9% | -21.6% |
| 3M | -43.3% | -58.6% | +15.3% | -39.1% |
| 6M | +16.7% | -23.5% | +40.2% | +4.9% |
| YTD | +220.0% | -47.4% | +267.4% | +166.5% |
| All | +234.0% | -82.8% | +316.8% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling