+100.9%
AAOI vs TMF
-23.9%
+124.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.5% | -9.8% | -7.0% |
| 7D | -27.9% | +4.0% | -31.9% | -27.5% |
| 30D | -51.2% | +19.5% | -70.7% | -51.2% |
| 3M | -55.0% | -3.5% | -51.4% | -53.3% |
| 6M | -65.7% | -10.6% | -55.2% | -63.9% |
| YTD | +70.0% | -17.1% | +87.1% | +86.1% |
| 1Y | +100.9% | -24.3% | +125.2% | +124.7% |
| All | +100.9% | -23.9% | +124.8% | +124.7% |
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