+352.5%
AAOI vs CAG
-13.1%
+365.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +4.8% |
| 7D | -0.7% | -3.8% | +3.1% | -2.0% |
| 30D | -17.9% | +3.1% | -21.0% | -17.0% |
| 3M | -48.0% | +23.5% | -71.5% | -44.6% |
| 6M | +5.8% | -14.8% | +20.7% | +9.1% |
| YTD | +202.7% | -5.4% | +208.2% | +229.8% |
| 1Y | +352.5% | -11.8% | +364.3% | +368.1% |
| All | +352.5% | -13.1% | +365.6% | +368.1% |
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