+292.4%
AAOI vs EMB
+3.1%
+289.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.4% |
| 7D | -0.2% | -1.2% | +1.0% | +6.4% |
| 30D | -23.7% | -1.3% | -22.4% | -19.1% |
| 3M | -39.0% | -1.8% | -37.2% | -32.4% |
| 6M | -17.0% | +0.2% | -17.2% | -13.1% |
| YTD | +202.2% | +0.4% | +201.9% | +203.8% |
| 1Y | +292.4% | +2.8% | +289.6% | +206.8% |
| All | +292.4% | +3.1% | +289.3% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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