+178.1%
AAOI vs RACE
+649.8%
-471.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -6.4% |
| 7D | -0.5% | -1.2% | +0.7% | +0.2% |
| 30D | -42.1% | +6.1% | -48.3% | -44.1% |
| 3M | -61.6% | -0.3% | -61.4% | -61.7% |
| 6M | -77.6% | +23.4% | -101.1% | -80.3% |
| YTD | +43.1% | +12.5% | +30.6% | +28.4% |
| 1Y | +138.6% | -0.5% | +139.1% | +129.7% |
| 3Y | +353.5% | +23.6% | +329.9% | +272.5% |
| 5Y | +720.6% | +65.4% | +655.1% | +466.9% |
| 10Y | +99.8% | +715.5% | -615.7% | -40.3% |
| All | +178.1% | +649.8% | -471.7% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling