+160.3%
AAOI vs SE
+569.0%
-408.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -2.1% |
| 7D | +4.7% | -3.6% | +8.3% | +5.8% |
| 30D | -18.7% | -5.3% | -13.4% | -17.7% |
| 3M | -33.7% | +28.1% | -61.8% | -39.1% |
| 6M | -2.4% | +20.7% | -23.1% | -8.7% |
| YTD | +209.6% | -14.8% | +224.4% | +216.6% |
| 1Y | +355.0% | -43.6% | +398.6% | +425.7% |
| 3Y | +814.7% | +184.2% | +630.5% | +584.2% |
| 5Y | +1,298.1% | -66.3% | +1,364.4% | +1,445.4% |
| All | +160.3% | +569.0% | -408.7% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling