+48.8%
AAOI vs EWZ
+5.3%
+43.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -1.5% | -19.4% | -20.1% |
| 7D | -40.8% | -4.2% | -36.6% | -39.4% |
| 30D | -64.0% | -26.1% | -37.8% | -59.1% |
| 3M | -63.5% | -12.0% | -51.5% | -64.4% |
| 6M | -74.0% | -19.3% | -54.8% | -72.4% |
| YTD | +34.5% | +0.9% | +33.6% | +29.3% |
| 1Y | +48.8% | +3.4% | +45.4% | +29.4% |
| All | +48.8% | +5.3% | +43.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling