+416.0%
AAOI vs ELV
+280.2%
+135.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -0.2% | +3.2% | -3.4% | -0.4% |
| 30D | -23.7% | +5.4% | -29.1% | -24.1% |
| 3M | -39.0% | +5.4% | -44.4% | -39.3% |
| 6M | -17.0% | +45.7% | -62.8% | -19.5% |
| YTD | +202.2% | +21.2% | +181.0% | +196.0% |
| 1Y | +292.4% | +35.6% | +256.8% | +280.3% |
| 3Y | +804.4% | -2.0% | +806.4% | +796.2% |
| 5Y | +1,318.0% | +26.0% | +1,292.0% | +1,204.4% |
| All | +416.0% | +280.2% | +135.7% | +261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling