-2.4%
AAOI vs ESTC
+63.7%
-66.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -3.8% |
| 7D | +4.7% | -3.3% | +8.0% | +3.9% |
| 30D | -18.7% | +13.4% | -32.2% | -15.3% |
| 3M | -33.7% | +41.3% | -75.1% | -27.0% |
| 6M | -2.4% | +62.6% | -65.0% | +24.6% |
| All | -2.4% | +63.7% | -66.1% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling