-14.3%
AAOI vs ACI
-29.9%
+15.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -5.0% |
| 7D | +2.9% | -7.1% | +10.0% | -1.0% |
| 30D | -23.1% | -4.5% | -18.6% | -24.5% |
| 3M | -41.0% | -22.3% | -18.7% | -47.0% |
| 6M | -14.3% | -28.4% | +14.1% | -27.2% |
| All | -14.3% | -29.9% | +15.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 6mo: compounded portfolio wealth divided by compounded ACI 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…
6mo analysis · Full analysis span regression · 6 months rolling