+292.4%
AAOI vs TEM
-25.7%
+318.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.2% | -8.7% | +8.5% | +4.2% |
| 30D | -23.7% | +8.1% | -31.8% | -27.5% |
| 3M | -39.0% | +19.0% | -58.0% | -45.2% |
| 6M | -17.0% | +12.0% | -29.1% | -22.9% |
| YTD | +202.2% | -0.1% | +202.3% | +183.0% |
| 1Y | +292.4% | -33.5% | +325.9% | +425.1% |
| All | +292.4% | -25.7% | +318.1% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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