+957.8%
AAOI vs ITOT
+435.3%
+522.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.5% |
| 7D | -0.2% | -0.9% | +0.7% | +1.5% |
| 30D | -23.7% | -1.5% | -22.2% | -21.7% |
| 3M | -39.0% | +3.6% | -42.6% | -41.1% |
| 6M | -17.0% | +13.7% | -30.7% | -30.4% |
| YTD | +202.2% | +12.9% | +189.3% | +157.9% |
| 1Y | +292.4% | +17.2% | +275.2% | +226.1% |
| 3Y | +804.4% | +75.6% | +728.8% | +393.4% |
| 5Y | +1,318.0% | +75.5% | +1,242.6% | +700.6% |
| 10Y | +436.7% | +302.0% | +134.8% | -3.1% |
| All | +957.8% | +435.3% | +522.5% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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