+100.9%
AAOI vs CCI
+7.6%
+93.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.5% | -13.8% | -6.9% |
| 7D | -27.9% | +5.0% | -33.0% | -27.6% |
| 30D | -51.2% | +36.4% | -87.6% | -50.6% |
| 3M | -55.0% | +20.4% | -75.4% | -54.8% |
| 6M | -65.7% | +4.9% | -70.6% | -64.7% |
| YTD | +70.0% | +7.8% | +62.2% | +70.1% |
| 1Y | +100.9% | +7.3% | +93.6% | +102.0% |
| All | +100.9% | +7.6% | +93.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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