+957.8%
AAOI vs EFA
+143.4%
+814.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +0.6% |
| 7D | -0.2% | -1.5% | +1.4% | +2.2% |
| 30D | -23.7% | -1.7% | -22.0% | -21.6% |
| 3M | -39.0% | +3.5% | -42.5% | -41.0% |
| 6M | -17.0% | +9.5% | -26.5% | -24.6% |
| YTD | +202.2% | +12.9% | +189.4% | +161.2% |
| 1Y | +292.4% | +18.2% | +274.2% | +224.0% |
| 3Y | +804.4% | +64.8% | +739.5% | +417.4% |
| 5Y | +1,318.0% | +53.9% | +1,264.1% | +794.0% |
| 10Y | +436.7% | +144.8% | +292.0% | +105.1% |
| All | +957.8% | +143.4% | +814.4% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling