+937.0%
AAOI vs EW
+658.1%
+278.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.6% |
| 7D | +2.9% | -3.4% | +6.3% | +4.5% |
| 30D | -23.1% | -7.4% | -15.8% | -20.5% |
| 3M | -41.0% | +0.9% | -41.9% | -41.9% |
| 6M | -14.3% | +1.2% | -15.4% | -15.6% |
| YTD | +196.3% | +1.8% | +194.5% | +192.5% |
| 1Y | +272.6% | +10.8% | +261.8% | +251.2% |
| 3Y | +775.3% | +17.1% | +758.2% | +673.5% |
| 5Y | +1,290.2% | -28.2% | +1,318.4% | +1,416.4% |
| 10Y | +426.2% | +127.1% | +299.0% | +269.7% |
| All | +937.0% | +658.1% | +278.9% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling