+292.4%
AAOI vs CBOE
+20.5%
+271.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +1.0% |
| 7D | -0.2% | -5.8% | +5.7% | -2.9% |
| 30D | -23.7% | -3.1% | -20.5% | -24.8% |
| 3M | -39.0% | -4.8% | -34.3% | -38.6% |
| 6M | -17.0% | -0.6% | -16.5% | -10.7% |
| YTD | +202.2% | +12.8% | +189.4% | +283.2% |
| 1Y | +292.4% | +19.8% | +272.6% | +455.7% |
| All | +292.4% | +20.5% | +271.9% | +455.7% |
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