+48.8%
AAOI vs ETHA
-33.0%
+81.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -7.3% | -13.6% | -17.3% |
| 7D | -40.8% | -3.8% | -37.0% | -39.2% |
| 30D | -64.0% | -16.6% | -47.4% | -60.4% |
| 3M | -63.5% | +16.9% | -80.4% | -65.6% |
| 6M | -74.0% | -5.5% | -68.6% | -73.6% |
| YTD | +34.5% | -24.6% | +59.1% | +44.5% |
| 1Y | +48.8% | -35.1% | +83.9% | +70.7% |
| All | +48.8% | -33.0% | +81.8% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling