+1,314.2%
AAOI vs IWF
+73.7%
+1,240.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.3% |
| 7D | -0.2% | -0.9% | +0.8% | +1.9% |
| 30D | -23.7% | -1.7% | -22.0% | -20.4% |
| 3M | -39.0% | +0.7% | -39.7% | -36.4% |
| 6M | -17.0% | +8.6% | -25.6% | -24.5% |
| YTD | +202.2% | +3.5% | +198.7% | +204.3% |
| 1Y | +292.4% | +7.0% | +285.4% | +286.6% |
| 3Y | +804.4% | +76.3% | +728.0% | +390.6% |
| All | +1,314.2% | +73.7% | +1,240.6% | +675.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling