+48.8%
AAOI vs ELAN
+3.3%
+45.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -6.4% | -14.4% | -20.2% |
| 7D | -40.8% | +1.9% | -42.7% | -40.5% |
| 30D | -64.0% | +5.3% | -69.3% | -63.9% |
| 3M | -63.5% | -9.7% | -53.8% | -63.0% |
| 6M | -74.0% | +3.0% | -77.0% | -74.4% |
| YTD | +34.5% | +4.6% | +29.9% | +43.6% |
| 1Y | +48.8% | +9.6% | +39.2% | +55.7% |
| All | +48.8% | +3.3% | +45.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling