+352.5%
AAOI vs EWJ
+31.1%
+321.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.2% |
| 7D | -0.7% | +2.5% | -3.2% | -6.4% |
| 30D | -17.9% | +3.3% | -21.2% | -23.2% |
| 3M | -48.0% | +5.0% | -53.0% | -51.0% |
| 6M | +5.8% | +11.5% | -5.7% | -9.2% |
| YTD | +202.7% | +22.4% | +180.3% | +86.4% |
| 1Y | +352.5% | +30.2% | +322.3% | +158.8% |
| All | +352.5% | +31.1% | +321.4% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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