+416.0%
AAOI vs EAT
+374.9%
+41.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -0.2% | -7.7% | +7.5% | +2.1% |
| 30D | -23.7% | -13.6% | -10.1% | -20.6% |
| 3M | -39.0% | +33.9% | -72.9% | -44.9% |
| 6M | -17.0% | +47.2% | -64.3% | -27.8% |
| YTD | +202.2% | +48.1% | +154.2% | +160.4% |
| 1Y | +292.4% | +33.7% | +258.7% | +245.9% |
| 3Y | +804.4% | +595.8% | +208.6% | +411.4% |
| 5Y | +1,318.0% | +314.4% | +1,003.7% | +768.1% |
| All | +416.0% | +374.9% | +41.0% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling