+292.4%
AAOI vs TRU
-13.7%
+306.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +2.5% |
| 7D | -0.2% | -2.7% | +2.6% | -1.4% |
| 30D | -23.7% | -2.0% | -21.7% | -23.9% |
| 3M | -39.0% | +18.4% | -57.5% | -34.6% |
| 6M | -17.0% | +8.9% | -25.9% | -11.1% |
| YTD | +202.2% | -8.9% | +211.2% | +220.9% |
| 1Y | +292.4% | -15.9% | +308.3% | +301.1% |
| All | +292.4% | -13.7% | +306.1% | +301.1% |
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