+764.3%
AAOI vs ALLE
+260.9%
+503.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.5% |
| 7D | -0.7% | -0.2% | -0.4% | -0.5% |
| 30D | -17.9% | -6.8% | -11.1% | -14.2% |
| 3M | -48.0% | +21.0% | -69.0% | -55.0% |
| 6M | +5.8% | +1.1% | +4.7% | +2.8% |
| YTD | +202.7% | -0.5% | +203.3% | +193.0% |
| 1Y | +352.5% | -7.3% | +359.8% | +361.8% |
| 3Y | +657.0% | +42.3% | +614.8% | +496.3% |
| 5Y | +1,267.0% | +13.5% | +1,253.5% | +1,113.7% |
| 10Y | +502.7% | +144.0% | +358.6% | +205.0% |
| All | +764.3% | +260.9% | +503.4% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling