+726.0%
AAOI vs RACE
+64.4%
+661.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.4% |
| 7D | -0.5% | -1.2% | +0.7% | +0.3% |
| 30D | -42.1% | +6.1% | -48.3% | -44.2% |
| 3M | -61.6% | -0.3% | -61.4% | -61.6% |
| 6M | -77.6% | +23.4% | -101.1% | -80.5% |
| YTD | +43.1% | +12.5% | +30.6% | +27.6% |
| 1Y | +138.6% | -0.5% | +139.1% | +132.4% |
| 3Y | +353.5% | +23.6% | +329.9% | +242.6% |
| All | +726.0% | +64.4% | +661.6% | +388.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling