+957.8%
AAOI vs DTE
+258.6%
+699.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.4% |
| 7D | -0.2% | -2.6% | +2.4% | +0.6% |
| 30D | -23.7% | -4.4% | -19.3% | -22.7% |
| 3M | -39.0% | -8.3% | -30.7% | -37.8% |
| 6M | -17.0% | -8.1% | -9.0% | -15.8% |
| YTD | +202.2% | +4.4% | +197.8% | +195.7% |
| 1Y | +292.4% | +0.2% | +292.2% | +288.7% |
| 3Y | +804.4% | +42.6% | +761.8% | +696.1% |
| 5Y | +1,318.0% | +31.5% | +1,286.6% | +1,161.4% |
| 10Y | +436.7% | +138.2% | +298.5% | +271.8% |
| All | +957.8% | +258.6% | +699.2% | +507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling