+714.8%
AAOI vs TE
-52.9%
+767.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -23.7% | -5.9% | -17.8% | -22.3% |
| 3M | -39.0% | -45.6% | +6.6% | -27.1% |
| 6M | -17.0% | -43.4% | +26.3% | -8.1% |
| YTD | +202.2% | -31.0% | +233.2% | +208.3% |
| 1Y | +292.4% | +145.2% | +147.2% | +160.7% |
| 3Y | +804.4% | -24.1% | +828.4% | +596.2% |
| 5Y | +1,318.0% | -48.1% | +1,366.2% | +1,071.3% |
| All | +714.8% | -52.9% | +767.7% | +669.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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