+1,314.2%
AAOI vs EIX
+20.9%
+1,293.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | -23.7% | -19.3% | -4.4% | -20.9% |
| 3M | -39.0% | -21.7% | -17.4% | -36.9% |
| 6M | -17.0% | -19.8% | +2.8% | -15.0% |
| YTD | +202.2% | -3.0% | +205.3% | +189.3% |
| 1Y | +292.4% | +5.1% | +287.3% | +264.2% |
| 3Y | +804.4% | -7.0% | +811.3% | +773.5% |
| All | +1,314.2% | +20.9% | +1,293.3% | +1,384.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling