+416.0%
AAOI vs ACGL
+276.6%
+139.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -2.0% | +1.9% | +0.2% |
| 30D | -23.7% | -1.2% | -22.5% | -23.7% |
| 3M | -39.0% | +5.4% | -44.5% | -40.4% |
| 6M | -17.0% | +1.4% | -18.4% | -18.8% |
| YTD | +202.2% | +0.2% | +202.1% | +194.4% |
| 1Y | +292.4% | +4.1% | +288.3% | +275.5% |
| 3Y | +804.4% | +28.2% | +776.1% | +695.9% |
| 5Y | +1,318.0% | +159.5% | +1,158.5% | +820.5% |
| All | +416.0% | +276.6% | +139.4% | +188.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling