+969.6%
AAOI vs ETHA
-27.9%
+997.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.2% |
| 7D | -0.2% | +3.5% | -3.6% | -2.0% |
| 30D | -23.7% | +35.3% | -59.0% | -36.6% |
| 3M | -39.0% | +50.9% | -89.9% | -52.3% |
| 6M | -17.0% | +22.1% | -39.2% | -28.1% |
| YTD | +202.2% | -14.6% | +216.8% | +213.0% |
| 1Y | +292.4% | -42.8% | +335.2% | +415.7% |
| All | +969.6% | -27.9% | +997.6% | +994.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling