+957.8%
AAOI vs EWT
+606.2%
+351.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | -0.5% |
| 7D | -0.2% | -1.1% | +1.0% | +1.4% |
| 30D | -23.7% | +4.5% | -28.2% | -27.8% |
| 3M | -39.0% | +8.3% | -47.3% | -42.8% |
| 6M | -17.0% | +54.2% | -71.3% | -50.6% |
| YTD | +202.2% | +74.6% | +127.7% | +53.7% |
| 1Y | +292.4% | +84.9% | +207.5% | +92.0% |
| 3Y | +804.4% | +197.5% | +606.8% | +184.5% |
| 5Y | +1,318.0% | +150.6% | +1,167.4% | +445.2% |
| 10Y | +436.7% | +516.1% | -79.3% | -15.7% |
| All | +957.8% | +606.2% | +351.7% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling