+100.9%
AAOI vs ACN
+10.1%
+90.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.8% | -11.2% | -4.8% |
| 7D | -27.9% | +8.6% | -36.5% | -23.4% |
| 30D | -51.2% | +36.6% | -87.8% | -39.4% |
| 3M | -55.0% | +56.3% | -111.3% | -38.4% |
| 6M | -65.7% | +49.7% | -115.4% | -48.3% |
| YTD | +70.0% | +1.3% | +68.7% | +132.5% |
| 1Y | +100.9% | +11.9% | +89.0% | +164.3% |
| All | +100.9% | +10.1% | +90.8% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling