+37.4%
IWM vs AAOI
+1,288.3%
-1,250.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -2.5% | +2.9% | -5.4% | -2.8% |
| 30D | -4.4% | -23.1% | +18.7% | -3.0% |
| 3M | +2.2% | -41.0% | +43.3% | +4.6% |
| 6M | +14.0% | -14.3% | +28.3% | +11.3% |
| YTD | +17.4% | +196.3% | -178.9% | +2.3% |
| 1Y | +22.9% | +272.6% | -249.7% | +3.8% |
| 3Y | +62.1% | +775.3% | -713.3% | +17.5% |
| All | +37.4% | +1,288.3% | -1,250.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 5y: compounded portfolio wealth divided by compounded AAOI 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…
5y analysis · Full analysis span regression · 6 months rolling