+100.9%
AAOI vs ESI
+27.8%
+73.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.6% | -2.7% | -1.4% |
| 7D | -27.9% | -6.6% | -21.3% | -20.8% |
| 30D | -51.2% | -10.9% | -40.3% | -42.5% |
| 3M | -55.0% | -13.8% | -41.2% | -44.4% |
| 6M | -65.7% | -21.5% | -44.2% | -51.4% |
| YTD | +70.0% | +34.7% | +35.3% | +14.7% |
| 1Y | +100.9% | +24.9% | +76.0% | +54.2% |
| All | +100.9% | +27.8% | +73.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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