+352.5%
AAOI vs ETR
+23.8%
+328.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.7% |
| 7D | -0.7% | +1.4% | -2.1% | -2.5% |
| 30D | -17.9% | +1.0% | -18.9% | -18.7% |
| 3M | -48.0% | -1.3% | -46.7% | -47.9% |
| 6M | +5.8% | +1.9% | +4.0% | -2.3% |
| YTD | +202.7% | +18.2% | +184.6% | +101.8% |
| 1Y | +352.5% | +24.7% | +327.9% | +224.2% |
| All | +352.5% | +23.8% | +328.7% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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