+1,314.2%
AAOI vs ESI
+67.8%
+1,246.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.5% |
| 7D | -0.2% | -4.6% | +4.5% | +5.0% |
| 30D | -23.7% | -10.5% | -13.2% | -13.5% |
| 3M | -39.0% | -19.8% | -19.2% | -20.1% |
| 6M | -17.0% | +5.8% | -22.9% | -16.7% |
| YTD | +202.2% | +38.3% | +163.9% | +129.8% |
| 1Y | +292.4% | +31.5% | +260.9% | +222.9% |
| 3Y | +804.4% | +80.7% | +723.7% | +536.9% |
| All | +1,314.2% | +67.8% | +1,246.4% | +930.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling