+100.9%
AAOI vs IYR
+12.4%
+88.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.1% | -10.5% | -4.9% |
| 7D | -27.9% | +6.9% | -34.8% | -24.1% |
| 30D | -51.2% | +10.2% | -61.5% | -47.9% |
| 3M | -55.0% | -0.3% | -54.7% | -54.4% |
| 6M | -65.7% | +3.6% | -69.4% | -65.3% |
| YTD | +70.0% | +12.5% | +57.5% | +59.8% |
| 1Y | +100.9% | +12.4% | +88.5% | +87.2% |
| All | +100.9% | +12.4% | +88.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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