+937.0%
AAOI vs EL
+59.8%
+877.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.4% |
| 7D | +2.9% | -4.4% | +7.3% | +4.7% |
| 30D | -23.1% | +10.3% | -33.4% | -27.1% |
| 3M | -41.0% | +13.4% | -54.4% | -44.9% |
| 6M | -14.3% | +3.1% | -17.4% | -18.7% |
| YTD | +196.3% | -6.9% | +203.2% | +184.3% |
| 1Y | +272.6% | +11.9% | +260.7% | +228.1% |
| 3Y | +775.3% | -33.8% | +809.1% | +804.5% |
| 5Y | +1,290.2% | -69.0% | +1,359.1% | +1,879.4% |
| 10Y | +426.2% | +25.3% | +400.9% | +247.6% |
| All | +937.0% | +59.8% | +877.2% | +466.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling