+416.0%
AAOI vs ACM
+134.0%
+282.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.4% |
| 7D | -0.2% | -4.6% | +4.4% | +2.8% |
| 30D | -23.7% | +4.1% | -27.8% | -26.5% |
| 3M | -39.0% | -8.3% | -30.7% | -37.8% |
| 6M | -17.0% | -30.1% | +13.0% | +0.6% |
| YTD | +202.2% | -32.6% | +234.8% | +268.2% |
| 1Y | +292.4% | -49.6% | +342.0% | +485.4% |
| 3Y | +804.4% | -23.0% | +827.4% | +973.0% |
| 5Y | +1,318.0% | +2.0% | +1,316.1% | +1,348.1% |
| All | +416.0% | +134.0% | +282.0% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling