+100.9%
AAOI vs RNG
+179.4%
-78.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.4% |
| 7D | -27.9% | -9.6% | -18.4% | -28.3% |
| 30D | -51.2% | -1.4% | -49.9% | -51.2% |
| 3M | -55.0% | +28.8% | -83.7% | -53.8% |
| 6M | -65.7% | +65.6% | -131.3% | -63.7% |
| YTD | +70.0% | +171.4% | -101.4% | +67.9% |
| 1Y | +100.9% | +185.3% | -84.4% | +90.3% |
| All | +100.9% | +179.4% | -78.5% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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