+416.0%
AAOI vs ETN
+730.7%
-314.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -2.0% |
| 7D | -0.2% | +3.5% | -3.7% | -3.5% |
| 30D | -23.7% | -7.5% | -16.2% | -16.7% |
| 3M | -39.0% | +8.3% | -47.3% | -41.0% |
| 6M | -17.0% | +20.2% | -37.2% | -26.2% |
| YTD | +202.2% | +34.7% | +167.6% | +144.5% |
| 1Y | +292.4% | +19.4% | +273.0% | +265.5% |
| 3Y | +804.4% | +85.5% | +718.9% | +608.0% |
| 5Y | +1,318.0% | +186.6% | +1,131.4% | +762.4% |
| All | +416.0% | +730.7% | -314.7% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling