+416.0%
AAOI vs CDE
+61.6%
+354.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | -0.2% | -3.1% | +2.9% | +0.6% |
| 30D | -23.7% | +9.5% | -33.2% | -25.6% |
| 3M | -39.0% | +25.5% | -64.5% | -42.3% |
| 6M | -17.0% | -7.9% | -9.1% | -15.6% |
| YTD | +202.2% | +15.6% | +186.7% | +190.1% |
| 1Y | +292.4% | +34.0% | +258.4% | +264.7% |
| 3Y | +804.4% | +791.9% | +12.5% | +465.2% |
| 5Y | +1,318.0% | +197.7% | +1,120.3% | +892.8% |
| All | +416.0% | +61.6% | +354.4% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling