+959.5%
AAOI vs ACGL
+470.9%
+488.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.9% | +5.6% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | -17.9% | -1.0% | -16.9% | -17.9% |
| 3M | -48.0% | +11.0% | -59.0% | -50.1% |
| 6M | +5.8% | -0.3% | +6.2% | +3.9% |
| YTD | +202.7% | +2.3% | +200.5% | +192.5% |
| 1Y | +352.5% | +6.4% | +346.2% | +328.5% |
| 3Y | +657.0% | +34.0% | +623.1% | +546.9% |
| 5Y | +1,267.0% | +161.6% | +1,105.3% | +750.0% |
| 10Y | +502.7% | +278.6% | +224.1% | +198.4% |
| All | +959.5% | +470.9% | +488.6% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling