+937.0%
AAOI vs ENB
+127.6%
+809.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -2.3% |
| 7D | +2.9% | -4.6% | +7.5% | +5.5% |
| 30D | -23.1% | -5.2% | -17.9% | -20.9% |
| 3M | -41.0% | -13.4% | -27.6% | -37.0% |
| 6M | -14.3% | -7.8% | -6.5% | -10.7% |
| YTD | +196.3% | +4.9% | +191.4% | +189.4% |
| 1Y | +272.6% | +3.2% | +269.4% | +265.6% |
| 3Y | +775.3% | +71.0% | +704.4% | +549.2% |
| 5Y | +1,290.2% | +64.0% | +1,226.2% | +936.0% |
| 10Y | +426.2% | +92.8% | +333.4% | +245.1% |
| All | +937.0% | +127.6% | +809.4% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling