+352.5%
AAOI vs USFR
+4.0%
+348.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.2% |
| 7D | -0.7% | +0.1% | -0.7% | -0.3% |
| 30D | -17.9% | +0.3% | -18.2% | -15.2% |
| 3M | -48.0% | +1.0% | -49.0% | -47.5% |
| 6M | +5.8% | +1.9% | +3.9% | -6.6% |
| YTD | +202.7% | +2.6% | +200.1% | +156.5% |
| 1Y | +352.5% | +4.0% | +348.5% | +241.3% |
| All | +352.5% | +4.0% | +348.5% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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