+804.4%
AAOI vs EIX
-7.1%
+811.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | -23.7% | -19.3% | -4.4% | -20.2% |
| 3M | -39.0% | -21.7% | -17.4% | -36.5% |
| 6M | -17.0% | -19.8% | +2.8% | -14.9% |
| YTD | +202.2% | -3.0% | +205.3% | +180.2% |
| 1Y | +292.4% | +5.1% | +287.3% | +247.0% |
| 3Y | +804.4% | -7.0% | +811.3% | +605.6% |
| All | +804.4% | -7.1% | +811.5% | +605.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling