+416.0%
AAOI vs ET
+177.0%
+239.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -23.7% | +2.9% | -26.6% | -24.9% |
| 3M | -39.0% | +16.8% | -55.8% | -44.6% |
| 6M | -17.0% | +18.9% | -35.9% | -25.1% |
| YTD | +202.2% | +37.7% | +164.5% | +151.8% |
| 1Y | +292.4% | +32.4% | +260.0% | +234.1% |
| 3Y | +804.4% | +99.5% | +704.9% | +579.9% |
| 5Y | +1,318.0% | +244.0% | +1,074.1% | +749.2% |
| All | +416.0% | +177.0% | +239.0% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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