+1,314.2%
AAOI vs LQD
-6.0%
+1,320.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | -0.2% | -1.1% | +0.9% | +2.4% |
| 30D | -23.7% | -1.3% | -22.4% | -21.7% |
| 3M | -39.0% | -3.2% | -35.8% | -34.3% |
| 6M | -17.0% | -2.1% | -14.9% | -12.2% |
| YTD | +202.2% | -2.4% | +204.6% | +219.5% |
| 1Y | +292.4% | -2.7% | +295.1% | +318.6% |
| 3Y | +804.4% | +14.2% | +790.2% | +572.4% |
| All | +1,314.2% | -6.0% | +1,320.2% | +988.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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