+1,020.0%
AAOI vs TMF
-69.0%
+1,089.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +7.9% | +1.0% | +6.9% | +7.9% |
| 30D | -17.8% | -1.8% | -15.9% | -17.8% |
| 3M | -43.3% | -8.2% | -35.0% | -43.4% |
| 6M | +16.7% | -19.5% | +36.2% | +15.9% |
| YTD | +220.0% | -16.0% | +236.0% | +218.5% |
| 1Y | +372.1% | -22.5% | +394.6% | +368.9% |
| 3Y | +845.3% | -42.3% | +887.6% | +828.9% |
| 5Y | +1,333.8% | -87.7% | +1,421.5% | +1,033.7% |
| 10Y | +457.2% | -86.5% | +543.7% | +394.2% |
| All | +1,020.0% | -69.0% | +1,089.0% | +1,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling