+224.6%
IWM vs AAOI
+1,015.5%
-790.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.9% |
| 7D | +1.4% | +7.9% | -6.5% | +0.7% |
| 30D | -2.3% | -17.8% | +15.5% | -1.1% |
| 3M | +4.0% | -43.3% | +47.2% | +7.0% |
| 6M | +17.9% | +16.7% | +1.2% | +11.3% |
| YTD | +20.2% | +220.0% | -199.8% | +1.2% |
| 1Y | +25.0% | +372.1% | -347.1% | -0.4% |
| 3Y | +66.0% | +845.3% | -779.4% | +10.5% |
| 5Y | +40.0% | +1,333.8% | -1,293.8% | -20.2% |
| 10Y | +166.9% | +457.2% | -290.3% | +45.4% |
| All | +224.6% | +1,015.5% | -790.9% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling