+722.0%
AAOI vs ESI
+222.6%
+499.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.5% |
| 7D | +4.7% | +3.9% | +0.7% | +2.3% |
| 30D | -18.7% | -3.8% | -15.0% | -16.3% |
| 3M | -33.7% | -13.1% | -20.6% | -26.0% |
| 6M | -2.4% | +11.3% | -13.8% | -3.5% |
| YTD | +209.6% | +44.1% | +165.5% | +165.0% |
| 1Y | +355.0% | +40.3% | +314.7% | +303.6% |
| 3Y | +814.7% | +84.1% | +730.6% | +659.7% |
| 5Y | +1,298.1% | +75.8% | +1,222.3% | +1,057.8% |
| 10Y | +449.8% | +320.7% | +129.1% | +207.5% |
| All | +722.0% | +222.6% | +499.5% | +442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling