+48.8%
AAOI vs DTE
+4.1%
+44.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -1.9% | -19.0% | -21.0% |
| 7D | -40.8% | +0.3% | -41.0% | -40.6% |
| 30D | -64.0% | +5.2% | -69.2% | -63.7% |
| 3M | -63.5% | -2.5% | -61.0% | -63.7% |
| 6M | -74.0% | -4.4% | -69.6% | -74.8% |
| YTD | +34.5% | +7.2% | +27.3% | +15.2% |
| 1Y | +48.8% | +4.1% | +44.7% | +27.1% |
| All | +48.8% | +4.1% | +44.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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