+42.1%
EWY vs AAOI
-11.1%
+53.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.8% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +7.3% | -23.7% | +31.0% | +13.5% |
| 3M | -5.1% | -39.0% | +33.9% | +1.3% |
| 6M | +42.1% | -17.0% | +59.1% | +40.2% |
| All | +42.1% | -11.1% | +53.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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