+1,314.2%
AAOI vs EFA
+52.4%
+1,261.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +0.1% |
| 7D | -0.2% | -1.5% | +1.4% | +2.9% |
| 30D | -23.7% | -1.7% | -22.0% | -21.0% |
| 3M | -39.0% | +3.5% | -42.5% | -41.6% |
| 6M | -17.0% | +9.5% | -26.5% | -27.1% |
| YTD | +202.2% | +12.9% | +189.4% | +147.4% |
| 1Y | +292.4% | +18.2% | +274.2% | +201.9% |
| 3Y | +804.4% | +64.8% | +739.5% | +333.1% |
| All | +1,314.2% | +52.4% | +1,261.8% | +651.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling