+937.0%
AAOI vs CAG
-0.7%
+937.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -4.3% |
| 7D | +2.9% | -5.9% | +8.8% | +2.9% |
| 30D | -23.1% | -1.5% | -21.6% | -23.1% |
| 3M | -41.0% | +11.5% | -52.5% | -41.1% |
| 6M | -14.3% | -15.7% | +1.4% | -13.7% |
| YTD | +196.3% | -10.2% | +206.5% | +197.8% |
| 1Y | +272.6% | -18.1% | +290.7% | +275.3% |
| 3Y | +775.3% | -39.4% | +814.7% | +789.3% |
| 5Y | +1,290.2% | -42.6% | +1,332.8% | +1,294.6% |
| 10Y | +426.2% | -35.6% | +461.8% | +401.0% |
| All | +937.0% | -0.7% | +937.8% | +823.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling