-22.2%
AAOI vs EW
-2.9%
-19.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -2.6% |
| 7D | +2.9% | -3.4% | +6.3% | -5.3% |
| 30D | -23.1% | -7.4% | -15.8% | -35.7% |
| All | -22.2% | -2.9% | -19.3% | -32.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling