+416.0%
AAOI vs ED
+108.5%
+307.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.9% |
| 7D | -0.2% | -0.8% | +0.6% | -0.4% |
| 30D | -23.7% | -0.4% | -23.3% | -23.7% |
| 3M | -39.0% | +0.5% | -39.5% | -38.7% |
| 6M | -17.0% | -3.1% | -13.9% | -16.9% |
| YTD | +202.2% | +9.8% | +192.4% | +210.2% |
| 1Y | +292.4% | +12.6% | +279.8% | +306.0% |
| 3Y | +804.4% | +31.4% | +773.0% | +839.5% |
| 5Y | +1,318.0% | +69.4% | +1,248.6% | +1,353.5% |
| All | +416.0% | +108.5% | +307.5% | +403.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling