+1,314.2%
AAOI vs ETN
+185.4%
+1,128.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -3.6% |
| 7D | -0.2% | +3.5% | -3.7% | -4.9% |
| 30D | -23.7% | -7.5% | -16.2% | -13.9% |
| 3M | -39.0% | +8.3% | -47.3% | -42.7% |
| 6M | -17.0% | +20.2% | -37.2% | -31.8% |
| YTD | +202.2% | +34.7% | +167.6% | +114.3% |
| 1Y | +292.4% | +19.4% | +273.0% | +239.7% |
| 3Y | +804.4% | +85.5% | +718.9% | +510.0% |
| All | +1,314.2% | +185.4% | +1,128.9% | +611.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling