+804.4%
AAOI vs ETN
+86.8%
+717.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -4.9% |
| 7D | -0.2% | +3.5% | -3.7% | -6.0% |
| 30D | -23.7% | -7.5% | -16.2% | -11.7% |
| 3M | -39.0% | +8.3% | -47.3% | -44.6% |
| 6M | -17.0% | +20.2% | -37.2% | -37.8% |
| YTD | +202.2% | +34.7% | +167.6% | +84.2% |
| 1Y | +292.4% | +19.4% | +273.0% | +209.4% |
| 3Y | +804.4% | +85.5% | +718.9% | +312.0% |
| All | +804.4% | +86.8% | +717.6% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling