+284.7%
AAOI vs ALLE
-11.2%
+295.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +2.9% | -2.8% | +5.7% | +3.2% |
| 30D | -23.1% | -10.2% | -12.9% | -22.3% |
| 3M | -41.0% | +17.4% | -58.4% | -41.3% |
| 6M | -14.3% | +3.3% | -17.6% | -9.5% |
| YTD | +196.3% | -4.2% | +200.5% | +212.1% |
| All | +284.7% | -11.2% | +295.9% | +382.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling