+48.8%
AAOI vs TRU
+4.5%
+44.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | +0.9% | -21.8% | -20.3% |
| 7D | -40.8% | +9.8% | -50.6% | -36.6% |
| 30D | -64.0% | +30.7% | -94.7% | -56.7% |
| 3M | -63.5% | +3.8% | -67.4% | -61.7% |
| 6M | -74.0% | +21.9% | -95.9% | -69.4% |
| YTD | +34.5% | -2.8% | +37.3% | +48.8% |
| 1Y | +48.8% | +4.8% | +44.0% | +59.2% |
| All | +48.8% | +4.5% | +44.4% | +59.2% |
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