+405.8%
AAOI vs ALLE
+154.9%
+250.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | +2.9% | -2.8% | +5.7% | +4.7% |
| 30D | -23.1% | -10.2% | -12.9% | -17.9% |
| 3M | -41.0% | +17.4% | -58.4% | -47.3% |
| 6M | -14.3% | +3.3% | -17.6% | -17.7% |
| YTD | +196.3% | -4.2% | +200.5% | +194.5% |
| 1Y | +272.6% | -10.5% | +283.2% | +289.5% |
| 3Y | +775.3% | +45.4% | +730.0% | +589.7% |
| 5Y | +1,290.2% | +11.9% | +1,278.2% | +1,147.2% |
| All | +405.8% | +154.9% | +250.9% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling