+826.4%
AAOI vs ALLE
+44.7%
+781.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -0.9% |
| 7D | +4.7% | -2.2% | +6.8% | +6.6% |
| 30D | -18.7% | -8.3% | -10.4% | -12.9% |
| 3M | -33.7% | +16.3% | -50.0% | -43.1% |
| 6M | -2.4% | +1.8% | -4.2% | -5.4% |
| YTD | +209.6% | -3.9% | +213.6% | +208.0% |
| 1Y | +355.0% | -10.0% | +365.0% | +394.9% |
| All | +826.4% | +44.7% | +781.7% | +364.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling