+100.9%
AAOI vs IWF
-1.6%
+102.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -8.7% |
| 7D | -27.9% | -4.2% | -23.8% | -16.3% |
| 30D | -51.2% | -8.1% | -43.1% | -33.2% |
| 3M | -55.0% | -5.1% | -49.9% | -43.4% |
| 6M | -65.7% | -1.4% | -64.3% | -59.0% |
| YTD | +70.0% | -0.1% | +70.1% | +111.6% |
| 1Y | +100.9% | -1.3% | +102.2% | +164.3% |
| All | +100.9% | -1.6% | +102.5% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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