-14.3%
AAOI vs CAG
-17.4%
+3.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -5.6% |
| 7D | +2.9% | -5.9% | +8.8% | -0.1% |
| 30D | -23.1% | -1.5% | -21.6% | -23.7% |
| 3M | -41.0% | +11.5% | -52.5% | -37.6% |
| 6M | -14.3% | -15.7% | +1.4% | +8.6% |
| All | -14.3% | -17.4% | +3.2% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling