+88.1%
AAOI vs ELV
+40.5%
+47.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.9% | -12.3% | -6.7% |
| 7D | -27.9% | +4.8% | -32.7% | -27.4% |
| 30D | -51.2% | +10.1% | -61.3% | -50.9% |
| 3M | -55.0% | +15.4% | -70.3% | -54.7% |
| 6M | -65.7% | +17.7% | -83.5% | -64.8% |
| YTD | +70.0% | +25.7% | +44.4% | +67.3% |
| All | +88.1% | +40.5% | +47.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling