+786.6%
AAOI vs ES
+27.6%
+759.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.2% |
| 7D | +2.9% | -3.5% | +6.4% | +3.0% |
| 30D | -23.1% | -3.0% | -20.1% | -23.0% |
| 3M | -41.0% | -0.3% | -40.7% | -41.3% |
| 6M | -14.3% | -5.2% | -9.1% | -14.3% |
| YTD | +196.3% | +4.8% | +191.5% | +194.2% |
| 1Y | +272.6% | +12.7% | +259.9% | +269.9% |
| All | +786.6% | +27.6% | +759.0% | +586.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling