+937.0%
AAOI vs CCI
+70.9%
+866.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.7% |
| 7D | +2.9% | -4.4% | +7.3% | +4.4% |
| 30D | -23.1% | +0.3% | -23.4% | -23.3% |
| 3M | -41.0% | -20.0% | -21.1% | -37.1% |
| 6M | -14.3% | -14.5% | +0.2% | -11.5% |
| YTD | +196.3% | -14.9% | +211.2% | +204.9% |
| 1Y | +272.6% | -17.7% | +290.3% | +287.4% |
| 3Y | +775.3% | -12.4% | +787.7% | +755.1% |
| 5Y | +1,290.2% | -50.1% | +1,340.3% | +1,593.3% |
| 10Y | +426.2% | +20.4% | +405.8% | +331.7% |
| All | +937.0% | +70.9% | +866.1% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling