+937.0%
AAOI vs ED
+209.4%
+727.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.4% |
| 7D | +2.9% | -1.9% | +4.8% | +2.5% |
| 30D | -23.1% | +0.1% | -23.2% | -23.0% |
| 3M | -41.0% | 0.0% | -41.0% | -40.8% |
| 6M | -14.3% | -2.5% | -11.8% | -14.0% |
| YTD | +196.3% | +10.1% | +186.2% | +202.7% |
| 1Y | +272.6% | +13.6% | +259.0% | +283.5% |
| 3Y | +775.3% | +32.4% | +742.9% | +801.2% |
| 5Y | +1,290.2% | +69.9% | +1,220.3% | +1,312.4% |
| 10Y | +426.2% | +109.2% | +317.0% | +419.1% |
| All | +937.0% | +209.4% | +727.7% | +848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling