+339.2%
AAOI vs ESTC
+19.1%
+320.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -9.2% | +9.0% | +3.6% |
| 30D | -23.7% | +8.1% | -31.8% | -28.3% |
| 3M | -39.0% | +38.5% | -77.5% | -48.4% |
| 6M | -17.0% | +57.8% | -74.8% | -35.7% |
| YTD | +202.2% | +10.5% | +191.7% | +161.8% |
| 1Y | +292.4% | -6.4% | +298.8% | +262.0% |
| 3Y | +804.4% | +4.7% | +799.7% | +685.3% |
| 5Y | +1,318.0% | -47.8% | +1,365.8% | +1,376.6% |
| All | +339.2% | +19.1% | +320.1% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling