+48.8%
AAOI vs EFA
+13.4%
+35.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -2.9% | -18.0% | -14.2% |
| 7D | -40.8% | -1.6% | -39.2% | -37.8% |
| 30D | -64.0% | -1.5% | -62.5% | -62.0% |
| 3M | -63.5% | -4.4% | -59.1% | -58.7% |
| 6M | -74.0% | +2.2% | -76.3% | -73.3% |
| YTD | +34.5% | +8.6% | +25.9% | +7.5% |
| 1Y | +48.8% | +12.8% | +36.0% | +6.8% |
| All | +48.8% | +13.4% | +35.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling