-14.3%
AAOI vs ELF
+24.3%
-38.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -4.9% |
| 7D | +2.9% | -10.8% | +13.7% | +1.2% |
| 30D | -23.1% | +0.8% | -23.9% | -22.7% |
| 3M | -41.0% | +64.8% | -105.8% | -32.5% |
| 6M | -14.3% | +19.0% | -33.2% | +5.8% |
| All | -14.3% | +24.3% | -38.6% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling