-22.2%
AAOI vs ELF
-1.8%
-20.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -5.7% |
| 7D | +2.9% | -10.8% | +13.7% | -2.0% |
| 30D | -23.1% | +0.8% | -23.9% | -21.0% |
| All | -22.2% | -1.8% | -20.4% | -20.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling