+292.4%
AAOI vs ENB
+2.1%
+290.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.7% |
| 7D | -0.2% | -4.7% | +4.5% | +3.6% |
| 30D | -23.7% | -5.9% | -17.8% | -20.1% |
| 3M | -39.0% | -14.2% | -24.8% | -31.5% |
| 6M | -17.0% | -8.6% | -8.5% | -13.9% |
| YTD | +202.2% | +3.9% | +198.3% | +221.5% |
| 1Y | +292.4% | +1.8% | +290.6% | +299.0% |
| All | +292.4% | +2.1% | +290.3% | +299.0% |
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