+292.4%
AAOI vs RACE
-12.0%
+304.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.2% |
| 7D | -0.2% | +0.9% | -1.1% | 0.0% |
| 30D | -23.7% | +1.6% | -25.3% | -23.3% |
| 3M | -39.0% | +13.2% | -52.2% | -37.4% |
| 6M | -17.0% | +22.9% | -39.9% | -12.8% |
| YTD | +202.2% | +13.3% | +189.0% | +216.8% |
| 1Y | +292.4% | -12.7% | +305.1% | +299.8% |
| All | +292.4% | -12.0% | +304.4% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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