+945.2%
AAOI vs TEM
+47.5%
+897.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -0.2% | -8.7% | +8.5% | +3.6% |
| 30D | -23.7% | +8.1% | -31.8% | -27.6% |
| 3M | -39.0% | +19.0% | -58.0% | -44.2% |
| 6M | -17.0% | +12.0% | -29.1% | -23.1% |
| YTD | +202.2% | -0.1% | +202.3% | +188.3% |
| 1Y | +292.4% | -33.5% | +325.9% | +345.1% |
| All | +945.2% | +47.5% | +897.7% | +709.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling