+352.5%
AAOI vs EFX
-25.2%
+377.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.4% | +11.5% | +1.0% |
| 7D | -0.7% | -8.6% | +8.0% | -6.0% |
| 30D | -17.9% | +0.1% | -18.0% | -17.0% |
| 3M | -48.0% | +3.8% | -51.8% | -45.0% |
| 6M | +5.8% | -13.5% | +19.4% | +10.0% |
| YTD | +202.7% | -17.7% | +220.4% | +216.2% |
| 1Y | +352.5% | -25.6% | +378.1% | +365.0% |
| All | +352.5% | -25.2% | +377.8% | +365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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