+48.8%
AAOI vs RJF
+5.4%
+43.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -2.3% | -18.6% | -21.7% |
| 7D | -40.8% | +2.2% | -43.0% | -40.1% |
| 30D | -64.0% | +3.4% | -67.4% | -63.2% |
| 3M | -63.5% | -8.7% | -54.8% | -64.3% |
| 6M | -74.0% | +4.1% | -78.1% | -73.2% |
| YTD | +34.5% | +3.7% | +30.8% | +22.5% |
| 1Y | +48.8% | +4.4% | +44.4% | +37.9% |
| All | +48.8% | +5.4% | +43.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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