+957.8%
AAOI vs EWJ
+159.4%
+798.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | -1.1% |
| 7D | -0.2% | +0.3% | -0.4% | -0.5% |
| 30D | -23.7% | +0.8% | -24.5% | -24.2% |
| 3M | -39.0% | +7.5% | -46.5% | -42.9% |
| 6M | -17.0% | +15.6% | -32.6% | -28.2% |
| YTD | +202.2% | +22.7% | +179.5% | +138.9% |
| 1Y | +292.4% | +26.4% | +266.0% | +206.7% |
| 3Y | +804.4% | +72.5% | +731.8% | +421.5% |
| 5Y | +1,318.0% | +52.4% | +1,265.6% | +831.9% |
| 10Y | +436.7% | +143.8% | +292.9% | +126.1% |
| All | +957.8% | +159.4% | +798.4% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling