+416.0%
AAOI vs RJF
+429.3%
-13.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -2.7% | +2.5% | +1.5% |
| 30D | -23.7% | -4.3% | -19.4% | -22.1% |
| 3M | -39.0% | +15.7% | -54.7% | -45.1% |
| 6M | -17.0% | +17.8% | -34.9% | -26.5% |
| YTD | +202.2% | +9.2% | +193.1% | +174.2% |
| 1Y | +292.4% | +2.8% | +289.6% | +272.7% |
| 3Y | +804.4% | +69.5% | +734.9% | +579.7% |
| 5Y | +1,318.0% | +105.9% | +1,212.1% | +833.2% |
| All | +416.0% | +429.3% | -13.3% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling