+1,314.2%
AAOI vs EWT
+149.5%
+1,164.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | -1.3% |
| 7D | -0.2% | -1.1% | +1.0% | +1.9% |
| 30D | -23.7% | +4.5% | -28.2% | -29.2% |
| 3M | -39.0% | +8.3% | -47.3% | -44.8% |
| 6M | -17.0% | +54.2% | -71.3% | -60.4% |
| YTD | +202.2% | +74.6% | +127.7% | +14.8% |
| 1Y | +292.4% | +84.9% | +207.5% | +40.2% |
| 3Y | +804.4% | +197.5% | +606.8% | +68.0% |
| All | +1,314.2% | +149.5% | +1,164.8% | +243.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling