+1,290.2%
AAOI vs ACGL
+154.3%
+1,135.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.9% | -3.6% | +6.5% | +2.4% |
| 30D | -23.1% | -2.1% | -21.0% | -23.3% |
| 3M | -41.0% | +5.4% | -46.4% | -40.8% |
| 6M | -14.3% | 0.0% | -14.3% | -14.0% |
| YTD | +196.3% | +0.3% | +196.0% | +196.3% |
| 1Y | +272.6% | +6.2% | +266.4% | +269.4% |
| 3Y | +775.3% | +30.9% | +744.4% | +778.2% |
| 5Y | +1,290.2% | +159.8% | +1,130.4% | +1,181.1% |
| All | +1,290.2% | +154.3% | +1,135.9% | +1,181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling