+416.0%
AAOI vs EWT
+523.5%
-107.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | -0.6% |
| 7D | -0.2% | -1.1% | +1.0% | +1.5% |
| 30D | -23.7% | +4.5% | -28.2% | -28.1% |
| 3M | -39.0% | +8.3% | -47.3% | -43.1% |
| 6M | -17.0% | +54.2% | -71.3% | -52.2% |
| YTD | +202.2% | +74.6% | +127.7% | +47.3% |
| 1Y | +292.4% | +84.9% | +207.5% | +83.4% |
| 3Y | +804.4% | +197.5% | +606.8% | +166.6% |
| 5Y | +1,318.0% | +150.6% | +1,167.4% | +409.1% |
| All | +416.0% | +523.5% | -107.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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