+957.8%
AAOI vs IYR
+133.6%
+824.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.3% |
| 7D | -0.2% | -1.4% | +1.2% | +1.1% |
| 30D | -23.7% | -2.7% | -21.0% | -22.0% |
| 3M | -39.0% | -2.1% | -36.9% | -39.0% |
| 6M | -17.0% | +3.6% | -20.6% | -21.5% |
| YTD | +202.2% | +8.1% | +194.1% | +173.7% |
| 1Y | +292.4% | +4.7% | +287.7% | +267.3% |
| 3Y | +804.4% | +29.1% | +775.3% | +635.8% |
| 5Y | +1,318.0% | +6.9% | +1,311.1% | +1,243.1% |
| 10Y | +436.7% | +69.0% | +367.8% | +270.3% |
| All | +957.8% | +133.6% | +824.2% | +504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling