+352.5%
AAOI vs ED
+12.4%
+340.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +3.0% |
| 7D | -0.7% | -0.2% | -0.5% | -0.8% |
| 30D | -17.9% | -0.1% | -17.8% | -17.6% |
| 3M | -48.0% | +3.9% | -51.9% | -43.8% |
| 6M | +5.8% | -3.0% | +8.9% | +7.9% |
| YTD | +202.7% | +10.7% | +192.0% | +259.5% |
| 1Y | +352.5% | +13.3% | +339.2% | +491.7% |
| All | +352.5% | +12.4% | +340.1% | +491.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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