+100.9%
AAOI vs CAG
-6.8%
+107.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.0% | -13.3% | -3.8% |
| 7D | -27.9% | +9.7% | -37.6% | -23.4% |
| 30D | -51.2% | +15.8% | -67.0% | -46.8% |
| 3M | -55.0% | +1.8% | -56.8% | -52.8% |
| 6M | -65.7% | +11.5% | -77.2% | -62.3% |
| YTD | +70.0% | -6.7% | +76.7% | +99.1% |
| 1Y | +100.9% | -5.6% | +106.5% | +128.6% |
| All | +100.9% | -6.8% | +107.7% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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