-17.0%
AAOI vs ELV
+50.0%
-67.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -3.1% |
| 7D | -0.2% | +2.8% | -2.9% | -0.5% |
| 30D | -23.7% | +4.9% | -28.6% | -24.3% |
| 3M | -39.0% | +4.9% | -43.9% | -37.9% |
| 6M | -17.0% | +45.1% | -62.1% | -23.1% |
| All | -17.0% | +50.0% | -67.1% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling