+48.8%
AAOI vs CAI
-17.6%
+66.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -21.6% | +0.8% | -14.3% |
| 7D | -40.8% | -28.0% | -12.8% | -34.5% |
| 30D | -64.0% | -5.2% | -58.8% | -62.3% |
| 3M | -63.5% | +58.2% | -121.8% | -67.5% |
| 6M | -74.0% | +37.4% | -111.4% | -76.0% |
| YTD | +34.5% | -3.5% | +38.0% | +55.9% |
| 1Y | +48.8% | -10.9% | +59.7% | +78.1% |
| All | +48.8% | -17.6% | +66.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling