-17.0%
AAOI vs EWT
+54.9%
-72.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -45.2% |
| 6M | -17.0% | +54.2% | -71.3% | -55.8% |
| All | -17.0% | +54.9% | -72.0% | -55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling