+141.3%
T vs AAOI
+979.3%
-838.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.7% |
| 7D | -3.1% | +4.7% | -7.7% | -3.1% |
| 30D | +4.6% | -18.7% | +23.3% | +4.7% |
| 3M | +12.2% | -33.7% | +46.0% | +12.5% |
| 6M | -6.5% | -2.4% | -4.0% | -7.2% |
| YTD | +4.9% | +209.6% | -204.7% | +1.6% |
| 1Y | -10.5% | +355.0% | -365.5% | -14.2% |
| 3Y | +104.6% | +814.7% | -710.1% | +85.3% |
| 5Y | +64.2% | +1,298.1% | -1,233.9% | +41.4% |
| 10Y | +68.4% | +449.8% | -381.4% | +41.6% |
| All | +141.3% | +979.3% | -838.0% | +85.8% |
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