+804.4%
AAOI vs CBOE
+89.1%
+715.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +0.4% |
| 7D | -0.2% | -5.8% | +5.7% | -4.4% |
| 30D | -23.7% | -3.1% | -20.5% | -25.5% |
| 3M | -39.0% | -4.8% | -34.3% | -39.8% |
| 6M | -17.0% | -0.6% | -16.5% | -11.9% |
| YTD | +202.2% | +12.8% | +189.4% | +271.6% |
| 1Y | +292.4% | +19.8% | +272.6% | +417.2% |
| 3Y | +804.4% | +86.9% | +717.4% | +1,493.0% |
| All | +804.4% | +89.1% | +715.3% | +1,493.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling