+100.9%
AAOI vs ACGL
+28.7%
+72.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.7% | -10.0% | -1.7% |
| 7D | -27.9% | +8.0% | -35.9% | -14.2% |
| 30D | -51.2% | +17.3% | -68.5% | -30.4% |
| 3M | -55.0% | +11.2% | -66.2% | -41.5% |
| 6M | -65.7% | +18.2% | -83.9% | -46.6% |
| YTD | +70.0% | +15.4% | +54.6% | +167.2% |
| 1Y | +100.9% | +26.5% | +74.4% | +256.4% |
| All | +100.9% | +28.7% | +72.2% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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