+416.0%
AAOI vs TMF
-86.4%
+502.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -5.1% | +4.9% | -0.1% |
| 30D | -23.7% | -4.6% | -19.1% | -23.6% |
| 3M | -39.0% | -16.6% | -22.4% | -38.8% |
| 6M | -17.0% | -19.9% | +2.8% | -16.7% |
| YTD | +202.2% | -20.2% | +222.4% | +203.5% |
| 1Y | +292.4% | -27.7% | +320.1% | +294.7% |
| 3Y | +804.4% | -43.9% | +848.3% | +804.9% |
| 5Y | +1,318.0% | -88.4% | +1,406.4% | +1,104.3% |
| All | +416.0% | -86.4% | +502.4% | +369.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling