+804.4%
AAOI vs EWT
+198.4%
+606.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | -1.6% |
| 7D | -0.2% | -1.1% | +1.0% | +2.0% |
| 30D | -23.7% | +4.5% | -28.2% | -29.7% |
| 3M | -39.0% | +8.3% | -47.3% | -45.6% |
| 6M | -17.0% | +54.2% | -71.3% | -63.9% |
| YTD | +202.2% | +74.6% | +127.7% | +0.2% |
| 1Y | +292.4% | +84.9% | +207.5% | +20.7% |
| 3Y | +804.4% | +197.5% | +606.8% | +18.9% |
| All | +804.4% | +198.4% | +606.0% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling