+1,290.2%
AAOI vs TMF
-88.5%
+1,378.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.7% |
| 7D | +2.9% | -4.8% | +7.7% | +3.8% |
| 30D | -23.1% | -4.9% | -18.2% | -22.6% |
| 3M | -41.0% | -13.4% | -27.6% | -39.7% |
| 6M | -14.3% | -23.0% | +8.8% | -10.6% |
| YTD | +196.3% | -20.2% | +216.5% | +206.4% |
| 1Y | +272.6% | -26.5% | +299.1% | +289.4% |
| 3Y | +775.3% | -45.2% | +820.5% | +823.1% |
| 5Y | +1,290.2% | -88.4% | +1,378.6% | +1,295.4% |
| All | +1,290.2% | -88.5% | +1,378.7% | +1,295.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling