+352.5%
AAOI vs TMF
-15.2%
+367.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.2% |
| 7D | -0.7% | -1.4% | +0.8% | -0.8% |
| 30D | -17.9% | -2.8% | -15.1% | -17.5% |
| 3M | -48.0% | -10.9% | -37.1% | -47.9% |
| 6M | +5.8% | -21.3% | +27.2% | +2.3% |
| YTD | +202.7% | -15.9% | +218.6% | +206.3% |
| 1Y | +352.5% | -15.7% | +368.3% | +352.8% |
| All | +352.5% | -15.2% | +367.8% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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