+405.6%
AAOI vs ELF
+303.8%
+101.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | -0.2% | -11.6% | +11.5% | +3.0% |
| 30D | -23.7% | +4.6% | -28.3% | -25.0% |
| 3M | -39.0% | +59.7% | -98.7% | -46.6% |
| 6M | -17.0% | +21.2% | -38.3% | -23.0% |
| YTD | +202.2% | +27.4% | +174.8% | +169.3% |
| 1Y | +292.4% | -29.8% | +322.2% | +310.0% |
| 3Y | +804.4% | -28.5% | +832.8% | +772.0% |
| 5Y | +1,318.0% | +220.0% | +1,098.0% | +886.3% |
| All | +405.6% | +303.8% | +101.8% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling