+957.8%
AAOI vs EWZ
+43.1%
+914.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.4% |
| 7D | -0.2% | +0.9% | -1.0% | -0.5% |
| 30D | -23.7% | +12.8% | -36.5% | -27.5% |
| 3M | -39.0% | +10.8% | -49.8% | -41.5% |
| 6M | -17.0% | +2.5% | -19.6% | -17.5% |
| YTD | +202.2% | +21.4% | +180.9% | +182.3% |
| 1Y | +292.4% | +32.8% | +259.6% | +254.6% |
| 3Y | +804.4% | +45.2% | +759.2% | +698.4% |
| 5Y | +1,318.0% | +63.0% | +1,255.0% | +1,073.2% |
| 10Y | +436.7% | +93.2% | +343.6% | +297.6% |
| All | +957.8% | +43.1% | +914.7% | +689.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling