-33.7%
AAOI vs ACN
+2.6%
-36.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -4.7% |
| 7D | +4.7% | -6.3% | +11.0% | -0.4% |
| 30D | -18.7% | -1.4% | -17.4% | -18.5% |
| 3M | -33.7% | +2.6% | -36.3% | -24.3% |
| All | -33.7% | +2.6% | -36.3% | -24.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling