+69.5%
T vs AAOI
+1,316.1%
-1,246.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +2.0% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +7.5% | -23.7% | +31.2% | +7.4% |
| 3M | +14.8% | -39.0% | +53.8% | +14.8% |
| 6M | -1.7% | -17.0% | +15.3% | -1.7% |
| YTD | +8.7% | +202.2% | -193.5% | +8.4% |
| 1Y | -7.5% | +292.4% | -299.9% | -7.7% |
| 3Y | +110.2% | +804.4% | -694.1% | +104.2% |
| All | +69.5% | +1,316.1% | -1,246.6% | +50.0% |
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