+395.6%
AAOI vs ELF
+299.0%
+96.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -3.2% |
| 7D | +2.9% | -10.8% | +13.7% | +5.9% |
| 30D | -23.1% | +0.8% | -23.9% | -23.7% |
| 3M | -41.0% | +64.8% | -105.8% | -48.8% |
| 6M | -14.3% | +19.0% | -33.2% | -20.1% |
| YTD | +196.3% | +25.9% | +170.4% | +164.8% |
| 1Y | +272.6% | -28.8% | +301.4% | +287.3% |
| 3Y | +775.3% | -29.6% | +804.9% | +747.3% |
| 5Y | +1,290.2% | +216.2% | +1,073.9% | +869.9% |
| All | +395.6% | +299.0% | +96.6% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling