+1,314.2%
AAOI vs ECL
+27.6%
+1,286.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.2% |
| 7D | -0.2% | -1.1% | +0.9% | +0.4% |
| 30D | -23.7% | -0.8% | -22.9% | -23.7% |
| 3M | -39.0% | +5.0% | -44.1% | -41.8% |
| 6M | -17.0% | +0.2% | -17.3% | -19.2% |
| YTD | +202.2% | +5.8% | +196.5% | +182.1% |
| 1Y | +292.4% | +1.5% | +290.9% | +276.6% |
| 3Y | +804.4% | +55.0% | +749.4% | +566.2% |
| All | +1,314.2% | +27.6% | +1,286.7% | +931.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling