+786.6%
AAOI vs ACGL
+30.5%
+756.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.9% | -3.6% | +6.5% | +1.8% |
| 30D | -23.1% | -2.1% | -21.0% | -23.4% |
| 3M | -41.0% | +5.4% | -46.4% | -40.3% |
| 6M | -14.3% | 0.0% | -14.3% | -13.4% |
| YTD | +196.3% | +0.3% | +196.0% | +198.3% |
| 1Y | +272.6% | +6.2% | +266.4% | +271.0% |
| All | +786.6% | +30.5% | +756.1% | +859.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling