+100.9%
AAOI vs ETN
-1.0%
+101.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.9% | +2.5% | +8.4% |
| 7D | -27.9% | -10.1% | -17.8% | -15.1% |
| 30D | -51.2% | -18.4% | -32.9% | -31.3% |
| 3M | -55.0% | -20.4% | -34.6% | -33.0% |
| 6M | -65.7% | -16.0% | -49.8% | -51.3% |
| YTD | +70.0% | +11.8% | +58.2% | +36.4% |
| 1Y | +100.9% | -5.5% | +106.4% | +123.8% |
| All | +100.9% | -1.0% | +101.9% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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