+804.4%
AAOI vs ESTC
+6.9%
+797.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -9.2% | +9.0% | +2.9% |
| 30D | -23.7% | +8.1% | -31.8% | -27.6% |
| 3M | -39.0% | +38.5% | -77.5% | -47.3% |
| 6M | -17.0% | +57.8% | -74.8% | -33.4% |
| YTD | +202.2% | +10.5% | +191.7% | +176.5% |
| 1Y | +292.4% | -6.4% | +298.8% | +289.0% |
| 3Y | +804.4% | +4.7% | +799.7% | +733.9% |
| All | +804.4% | +6.9% | +797.5% | +733.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling