+292.4%
AAOI vs ES
+11.9%
+280.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.1% |
| 30D | -23.7% | -4.2% | -19.5% | -23.4% |
| 3M | -39.0% | +0.1% | -39.2% | -40.0% |
| 6M | -17.0% | -6.2% | -10.8% | -16.6% |
| YTD | +202.2% | +4.1% | +198.2% | +195.2% |
| 1Y | +292.4% | +10.2% | +282.2% | +286.6% |
| All | +292.4% | +11.9% | +280.5% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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