+416.0%
AAOI vs CAH
+294.8%
+121.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -0.2% | -5.1% | +4.9% | +1.4% |
| 30D | -23.7% | +0.2% | -23.9% | -23.8% |
| 3M | -39.0% | +6.3% | -45.3% | -40.4% |
| 6M | -17.0% | +9.4% | -26.4% | -20.2% |
| YTD | +202.2% | +15.0% | +187.3% | +186.4% |
| 1Y | +292.4% | +55.4% | +237.0% | +234.1% |
| 3Y | +804.4% | +173.8% | +630.6% | +532.4% |
| 5Y | +1,318.0% | +395.2% | +922.8% | +680.8% |
| All | +416.0% | +294.8% | +121.1% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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