-2.4%
AAOI vs ALC
-14.1%
+11.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.7% |
| 7D | +4.7% | -5.3% | +9.9% | +1.9% |
| 30D | -18.7% | -7.1% | -11.7% | -21.3% |
| 3M | -33.7% | +0.8% | -34.5% | -32.6% |
| 6M | -2.4% | -16.0% | +13.6% | +14.8% |
| All | -2.4% | -14.1% | +11.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 6mo: compounded portfolio wealth divided by compounded ALC 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…
6mo analysis · Full analysis span regression · 6 months rolling