+804.4%
AAOI vs ELAN
+99.1%
+705.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | -0.2% | -5.4% | +5.3% | +1.8% |
| 30D | -23.7% | +4.7% | -28.4% | -25.1% |
| 3M | -39.0% | -3.7% | -35.4% | -39.2% |
| 6M | -17.0% | -1.2% | -15.9% | -19.3% |
| YTD | +202.2% | +2.4% | +199.9% | +189.8% |
| 1Y | +292.4% | +23.4% | +269.0% | +245.1% |
| 3Y | +804.4% | +96.7% | +707.7% | +496.5% |
| All | +804.4% | +99.1% | +705.3% | +496.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling