+100.9%
AAOI vs EME
-3.1%
+104.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.6% | +2.3% | +6.3% |
| 7D | -27.9% | -5.8% | -22.1% | -22.2% |
| 30D | -51.2% | -17.9% | -33.3% | -34.8% |
| 3M | -55.0% | -22.0% | -33.0% | -34.4% |
| 6M | -65.7% | -29.7% | -36.0% | -39.3% |
| YTD | +70.0% | +4.7% | +65.3% | +47.2% |
| 1Y | +100.9% | -2.1% | +103.0% | +105.9% |
| All | +100.9% | -3.1% | +104.0% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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