+1,031.7%
AAOI vs ACI
+21.2%
+1,010.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +2.2% |
| 7D | -0.2% | -3.7% | +3.6% | -0.3% |
| 30D | -23.7% | +0.6% | -24.3% | -23.7% |
| 3M | -39.0% | -20.3% | -18.7% | -39.2% |
| 6M | -17.0% | -24.7% | +7.6% | -17.4% |
| YTD | +202.2% | -27.2% | +229.5% | +200.8% |
| 1Y | +292.4% | -32.7% | +325.1% | +292.6% |
| 3Y | +804.4% | -43.9% | +848.3% | +815.1% |
| 5Y | +1,318.0% | -38.9% | +1,356.9% | +1,265.0% |
| All | +1,031.7% | +21.2% | +1,010.5% | +701.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling