+352.5%
AAOI vs ENB
+7.5%
+345.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.8% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -17.9% | -2.2% | -15.7% | -16.5% |
| 3M | -48.0% | -10.5% | -37.5% | -43.2% |
| 6M | +5.8% | -5.1% | +10.9% | +6.6% |
| YTD | +202.7% | +9.0% | +193.8% | +208.3% |
| 1Y | +352.5% | +8.2% | +344.3% | +359.1% |
| All | +352.5% | +7.5% | +345.0% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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