+1,314.2%
AAOI vs IYR
+6.0%
+1,308.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.1% |
| 7D | -0.2% | -1.4% | +1.2% | +1.6% |
| 30D | -23.7% | -2.7% | -21.0% | -21.4% |
| 3M | -39.0% | -2.1% | -36.9% | -39.1% |
| 6M | -17.0% | +3.6% | -20.6% | -23.9% |
| YTD | +202.2% | +8.1% | +194.1% | +159.5% |
| 1Y | +292.4% | +4.7% | +287.7% | +253.6% |
| 3Y | +804.4% | +29.1% | +775.3% | +552.2% |
| All | +1,314.2% | +6.0% | +1,308.2% | +1,115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling