+1,290.2%
AAOI vs ES
-6.2%
+1,296.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.3% |
| 7D | +2.9% | -3.5% | +6.4% | +3.0% |
| 30D | -23.1% | -3.0% | -20.1% | -23.1% |
| 3M | -41.0% | -0.3% | -40.7% | -41.2% |
| 6M | -14.3% | -5.2% | -9.1% | -14.3% |
| YTD | +196.3% | +4.8% | +191.5% | +195.1% |
| 1Y | +272.6% | +12.7% | +259.9% | +271.4% |
| 3Y | +775.3% | +27.5% | +747.8% | +759.1% |
| 5Y | +1,290.2% | -4.7% | +1,294.9% | +1,368.7% |
| All | +1,290.2% | -6.2% | +1,296.4% | +1,368.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling