+349.9%
AAOI vs ESTC
+23.7%
+326.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.4% |
| 7D | +4.7% | -3.3% | +8.0% | +5.6% |
| 30D | -18.7% | +13.4% | -32.2% | -25.1% |
| 3M | -33.7% | +41.3% | -75.1% | -44.4% |
| 6M | -2.4% | +62.6% | -65.0% | -25.3% |
| YTD | +209.6% | +14.8% | +194.8% | +164.2% |
| 1Y | +355.0% | -5.1% | +360.1% | +318.1% |
| 3Y | +814.7% | +11.2% | +803.5% | +674.6% |
| 5Y | +1,298.1% | -47.0% | +1,345.0% | +1,346.2% |
| All | +349.9% | +23.7% | +326.2% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling