+416.0%
AAOI vs CAG
-36.2%
+452.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | -0.2% | -5.7% | +5.5% | -0.6% |
| 30D | -23.7% | -2.4% | -21.3% | -23.8% |
| 3M | -39.0% | +9.8% | -48.8% | -38.6% |
| 6M | -17.0% | -10.8% | -6.2% | -16.9% |
| YTD | +202.2% | -10.8% | +213.1% | +203.1% |
| 1Y | +292.4% | -19.0% | +311.4% | +292.4% |
| 3Y | +804.4% | -39.7% | +844.1% | +801.8% |
| 5Y | +1,318.0% | -43.0% | +1,361.0% | +1,298.1% |
| All | +416.0% | -36.2% | +452.1% | +405.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling