+957.8%
AAOI vs CBOE
+643.4%
+314.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.0% |
| 7D | -0.2% | -5.8% | +5.7% | -0.1% |
| 30D | -23.7% | -3.1% | -20.5% | -23.7% |
| 3M | -39.0% | -4.8% | -34.3% | -39.0% |
| 6M | -17.0% | -0.6% | -16.5% | -17.3% |
| YTD | +202.2% | +12.8% | +189.4% | +198.8% |
| 1Y | +292.4% | +19.8% | +272.6% | +285.8% |
| 3Y | +804.4% | +86.9% | +717.4% | +696.1% |
| 5Y | +1,318.0% | +136.5% | +1,181.5% | +1,072.8% |
| 10Y | +436.7% | +368.4% | +68.3% | +290.2% |
| All | +957.8% | +643.4% | +314.4% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling