+937.0%
AAOI vs ACN
+195.2%
+741.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.8% |
| 7D | +2.9% | -7.9% | +10.8% | +6.3% |
| 30D | -23.1% | -1.1% | -22.0% | -23.6% |
| 3M | -41.0% | +5.6% | -46.6% | -45.5% |
| 6M | -14.3% | -9.9% | -4.3% | -15.7% |
| YTD | +196.3% | -32.3% | +228.6% | +238.4% |
| 1Y | +272.6% | -25.3% | +297.9% | +296.0% |
| 3Y | +775.3% | -42.3% | +817.6% | +980.2% |
| 5Y | +1,290.2% | -43.5% | +1,333.7% | +1,617.6% |
| 10Y | +426.2% | +90.8% | +335.4% | +150.7% |
| All | +937.0% | +195.2% | +741.9% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling