+1,314.2%
AAOI vs EFV
+95.9%
+1,218.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.3% |
| 7D | -0.2% | -0.8% | +0.6% | +1.1% |
| 30D | -23.7% | +0.6% | -24.3% | -24.5% |
| 3M | -39.0% | +7.5% | -46.6% | -45.3% |
| 6M | -17.0% | +13.0% | -30.1% | -29.9% |
| YTD | +202.2% | +18.3% | +183.9% | +135.4% |
| 1Y | +292.4% | +26.7% | +265.7% | +178.6% |
| 3Y | +804.4% | +89.6% | +714.8% | +282.6% |
| All | +1,314.2% | +95.9% | +1,218.3% | +461.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling