+804.4%
AAOI vs EWZ
+46.3%
+758.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +3.0% |
| 7D | -0.2% | +0.9% | -1.0% | -1.0% |
| 30D | -23.7% | +12.8% | -36.5% | -32.8% |
| 3M | -39.0% | +10.8% | -49.8% | -45.1% |
| 6M | -17.0% | +2.5% | -19.6% | -18.9% |
| YTD | +202.2% | +21.4% | +180.9% | +150.6% |
| 1Y | +292.4% | +32.8% | +259.6% | +194.8% |
| 3Y | +804.4% | +45.2% | +759.2% | +542.2% |
| All | +804.4% | +46.3% | +758.1% | +542.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling