+1,314.2%
AAOI vs ITW
+36.9%
+1,277.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -0.2% | -0.7% | +0.6% | +0.4% |
| 30D | -23.7% | -8.3% | -15.4% | -18.5% |
| 3M | -39.0% | +6.0% | -45.0% | -42.9% |
| 6M | -17.0% | 0.0% | -17.0% | -18.8% |
| YTD | +202.2% | +10.2% | +192.0% | +166.4% |
| 1Y | +292.4% | +3.2% | +289.2% | +267.1% |
| 3Y | +804.4% | +21.0% | +783.4% | +657.2% |
| All | +1,314.2% | +36.9% | +1,277.3% | +911.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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