+804.4%
AAOI vs EFV
+90.2%
+714.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | -0.2% |
| 7D | -0.2% | -0.8% | +0.6% | +1.5% |
| 30D | -23.7% | +0.6% | -24.3% | -24.8% |
| 3M | -39.0% | +7.5% | -46.6% | -47.2% |
| 6M | -17.0% | +13.0% | -30.1% | -33.8% |
| YTD | +202.2% | +18.3% | +183.9% | +113.4% |
| 1Y | +292.4% | +26.7% | +265.7% | +142.6% |
| 3Y | +804.4% | +89.6% | +714.8% | +112.2% |
| All | +804.4% | +90.2% | +714.2% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling