+352.5%
AAOI vs TRU
-7.3%
+359.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.9% | +11.1% | +2.1% |
| 7D | -0.7% | -6.8% | +6.1% | -4.0% |
| 30D | -17.9% | 0.0% | -18.0% | -17.3% |
| 3M | -48.0% | +13.3% | -61.3% | -43.7% |
| 6M | +5.8% | +3.4% | +2.4% | +14.2% |
| YTD | +202.7% | -6.4% | +209.1% | +223.0% |
| 1Y | +352.5% | -9.7% | +362.2% | +356.2% |
| All | +352.5% | -7.3% | +359.8% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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