+432.9%
AAOI vs CAI
-9.9%
+442.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | -0.2% | -2.9% | +2.8% | +0.5% |
| 30D | -23.7% | +9.3% | -33.0% | -25.2% |
| 3M | -39.0% | +35.2% | -74.2% | -43.4% |
| 6M | -17.0% | +30.7% | -47.8% | -23.0% |
| YTD | +202.2% | -9.8% | +212.0% | +212.2% |
| 1Y | +292.4% | -28.9% | +321.3% | +306.6% |
| All | +432.9% | -9.9% | +442.8% | +480.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling