+352.5%
AAOI vs EMR
+19.4%
+333.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +3.4% |
| 7D | -0.7% | -1.5% | +0.9% | +0.8% |
| 30D | -17.9% | -5.6% | -12.3% | -13.1% |
| 3M | -48.0% | +7.9% | -55.9% | -50.8% |
| 6M | +5.8% | +6.0% | -0.2% | +1.9% |
| YTD | +202.7% | +16.4% | +186.3% | +136.7% |
| 1Y | +352.5% | +16.6% | +335.9% | +258.5% |
| All | +352.5% | +19.4% | +333.1% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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