-14.3%
AAOI vs EMR
+5.7%
-20.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -2.9% |
| 7D | +2.9% | -1.2% | +4.1% | +4.4% |
| 30D | -23.1% | -9.4% | -13.7% | -14.1% |
| 3M | -41.0% | +8.6% | -49.6% | -43.9% |
| 6M | -14.3% | +6.7% | -21.0% | -17.2% |
| All | -14.3% | +5.7% | -20.0% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling