+983.6%
AAOI vs ECL
+216.4%
+767.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.1% |
| 7D | +4.7% | -2.7% | +7.4% | +6.3% |
| 30D | -18.7% | -4.3% | -14.4% | -17.2% |
| 3M | -33.7% | +3.2% | -37.0% | -36.4% |
| 6M | -2.4% | -2.9% | +0.5% | -3.6% |
| YTD | +209.6% | +4.3% | +205.4% | +190.8% |
| 1Y | +355.0% | +1.6% | +353.4% | +334.0% |
| 3Y | +814.7% | +54.3% | +760.4% | +573.0% |
| 5Y | +1,298.1% | +26.5% | +1,271.6% | +1,037.4% |
| 10Y | +449.8% | +155.6% | +294.2% | +145.9% |
| All | +983.6% | +216.4% | +767.2% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling