+100.9%
AAOI vs CEG
-33.0%
+133.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.7% | -0.6% | -1.4% |
| 7D | -27.9% | -4.8% | -23.1% | -24.6% |
| 30D | -51.2% | -8.2% | -43.1% | -46.7% |
| 3M | -55.0% | -7.9% | -47.1% | -50.5% |
| 6M | -65.7% | -23.2% | -42.5% | -56.2% |
| YTD | +70.0% | -30.1% | +100.2% | +142.9% |
| 1Y | +100.9% | -31.9% | +132.8% | +199.2% |
| All | +100.9% | -33.0% | +133.9% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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