+48.8%
AAOI vs CBOE
+41.5%
+7.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | +2.3% | -23.2% | -19.5% |
| 7D | -40.8% | +12.4% | -53.1% | -36.1% |
| 30D | -64.0% | +26.9% | -90.9% | -58.7% |
| 3M | -63.5% | +24.3% | -87.9% | -58.5% |
| 6M | -74.0% | +3.1% | -77.2% | -69.5% |
| YTD | +34.5% | +41.7% | -7.2% | +99.8% |
| 1Y | +48.8% | +41.5% | +7.3% | +117.9% |
| All | +48.8% | +41.5% | +7.4% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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