-14.3%
AAOI vs TEM
+12.1%
-26.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -2.5% |
| 7D | +2.9% | -9.2% | +12.1% | +7.3% |
| 30D | -23.1% | +5.5% | -28.6% | -24.9% |
| 3M | -41.0% | +18.7% | -59.7% | -46.3% |
| 6M | -14.3% | +15.4% | -29.7% | -15.3% |
| All | -14.3% | +12.1% | -26.4% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling