-14.3%
AAOI vs SE
+17.6%
-31.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | +2.9% | -4.8% | +7.7% | +4.6% |
| 30D | -23.1% | -18.1% | -5.0% | -18.3% |
| 3M | -41.0% | +30.6% | -71.6% | -48.3% |
| 6M | -14.3% | +20.8% | -35.0% | -20.2% |
| All | -14.3% | +17.6% | -31.9% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 6mo: compounded portfolio wealth divided by compounded SE 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…
6mo analysis · Full analysis span regression · 6 months rolling