+416.0%
AAOI vs EW
+120.5%
+295.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.4% |
| 7D | -0.2% | -6.2% | +6.0% | +3.0% |
| 30D | -23.7% | -9.3% | -14.4% | -20.1% |
| 3M | -39.0% | -1.6% | -37.4% | -39.3% |
| 6M | -17.0% | -0.8% | -16.2% | -17.6% |
| YTD | +202.2% | -1.0% | +203.3% | +202.2% |
| 1Y | +292.4% | +8.2% | +284.2% | +272.6% |
| 3Y | +804.4% | +12.7% | +791.7% | +703.6% |
| 5Y | +1,318.0% | -30.2% | +1,348.2% | +1,467.3% |
| All | +416.0% | +120.5% | +295.5% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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