+100.9%
AAOI vs TLT
-5.4%
+106.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.1% |
| 7D | -27.9% | +1.0% | -28.9% | -27.7% |
| 30D | -51.2% | +6.0% | -57.3% | -51.5% |
| 3M | -55.0% | -0.9% | -54.1% | -53.4% |
| 6M | -65.7% | -2.3% | -63.5% | -64.1% |
| YTD | +70.0% | -3.3% | +73.3% | +85.7% |
| 1Y | +100.9% | -5.6% | +106.5% | +123.7% |
| All | +100.9% | -5.4% | +106.3% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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