+292.4%
AAOI vs RJF
+5.1%
+287.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -2.7% | +2.5% | -1.0% |
| 30D | -23.7% | -4.3% | -19.4% | -24.3% |
| 3M | -39.0% | +15.7% | -54.7% | -37.0% |
| 6M | -17.0% | +17.8% | -34.9% | -14.9% |
| YTD | +202.2% | +9.2% | +193.1% | +187.9% |
| 1Y | +292.4% | +2.8% | +289.6% | +280.1% |
| All | +292.4% | +5.1% | +287.3% | +280.1% |
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