+416.0%
AAOI vs EME
+1,362.1%
-946.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | -1.2% |
| 7D | -0.2% | +3.5% | -3.7% | -2.7% |
| 30D | -23.7% | -6.3% | -17.4% | -19.4% |
| 3M | -39.0% | -3.8% | -35.3% | -35.3% |
| 6M | -17.0% | +8.5% | -25.6% | -18.3% |
| YTD | +202.2% | +27.8% | +174.4% | +169.0% |
| 1Y | +292.4% | +22.2% | +270.2% | +262.9% |
| 3Y | +804.4% | +253.5% | +550.9% | +417.9% |
| 5Y | +1,318.0% | +578.6% | +739.4% | +502.1% |
| All | +416.0% | +1,362.1% | -946.2% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling