+804.4%
AAOI vs EL
-34.0%
+838.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -0.2% | -6.5% | +6.3% | +1.8% |
| 30D | -23.7% | +11.1% | -34.8% | -26.8% |
| 3M | -39.0% | +10.7% | -49.7% | -41.5% |
| 6M | -17.0% | +6.9% | -23.9% | -20.6% |
| YTD | +202.2% | -6.3% | +208.5% | +194.0% |
| 1Y | +292.4% | +13.5% | +278.9% | +247.8% |
| 3Y | +804.4% | -33.1% | +837.4% | +741.9% |
| All | +804.4% | -34.0% | +838.4% | +741.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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