+804.4%
AAOI vs IWF
+76.9%
+727.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | -0.3% |
| 7D | -0.2% | -0.9% | +0.8% | +2.7% |
| 30D | -23.7% | -1.7% | -22.0% | -19.2% |
| 3M | -39.0% | +0.7% | -39.7% | -36.1% |
| 6M | -17.0% | +8.6% | -25.6% | -29.1% |
| YTD | +202.2% | +3.5% | +198.7% | +197.5% |
| 1Y | +292.4% | +7.0% | +285.4% | +270.0% |
| 3Y | +804.4% | +76.3% | +728.0% | +195.9% |
| All | +804.4% | +76.9% | +727.5% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling