+670.2%
AAOI vs USFR
+27.7%
+642.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -23.7% | +0.4% | -24.1% | -24.0% |
| 3M | -39.0% | +1.0% | -40.1% | -39.8% |
| 6M | -17.0% | +2.0% | -19.0% | -19.0% |
| YTD | +202.2% | +2.8% | +199.5% | +192.4% |
| 1Y | +292.4% | +4.1% | +288.3% | +274.0% |
| 3Y | +804.4% | +14.1% | +790.2% | +684.8% |
| 5Y | +1,318.0% | +20.6% | +1,297.5% | +1,071.7% |
| 10Y | +436.7% | +28.1% | +408.6% | +327.4% |
| All | +670.2% | +27.7% | +642.5% | +517.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling