+804.4%
AAOI vs CAG
-39.7%
+844.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +1.7% |
| 7D | -0.2% | -5.7% | +5.5% | -2.5% |
| 30D | -23.7% | -2.4% | -21.3% | -24.3% |
| 3M | -39.0% | +9.8% | -48.8% | -35.9% |
| 6M | -17.0% | -10.8% | -6.2% | -18.3% |
| YTD | +202.2% | -10.8% | +213.1% | +201.3% |
| 1Y | +292.4% | -19.0% | +311.4% | +276.2% |
| 3Y | +804.4% | -39.7% | +844.1% | +663.2% |
| All | +804.4% | -39.7% | +844.1% | +663.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling