+338.3%
AAOI vs WETO
-99.4%
+437.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +2.2% |
| 7D | -0.2% | -4.3% | +4.2% | 0.0% |
| 30D | -23.7% | -39.9% | +16.2% | -28.5% |
| 3M | -39.0% | -97.9% | +58.9% | -36.0% |
| 6M | -17.0% | -95.0% | +78.0% | -17.9% |
| YTD | +202.2% | -97.2% | +299.4% | +204.5% |
| 1Y | +292.4% | -98.9% | +391.3% | +298.9% |
| All | +338.3% | -99.4% | +437.7% | +356.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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