-14.3%
AAOI vs ESI
+6.3%
-20.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | +1.9% |
| 7D | +2.9% | -2.3% | +5.2% | +6.3% |
| 30D | -23.1% | -9.0% | -14.1% | -11.7% |
| 3M | -41.0% | -13.3% | -27.8% | -25.7% |
| 6M | -14.3% | +5.3% | -19.6% | -16.0% |
| All | -14.3% | +6.3% | -20.6% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling