+352.5%
AAOI vs CEG
-3.0%
+355.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.3% | +0.7% |
| 7D | -0.7% | +8.0% | -8.7% | -7.5% |
| 30D | -17.9% | +12.9% | -30.9% | -26.2% |
| 3M | -48.0% | +13.2% | -61.2% | -53.3% |
| 6M | +5.8% | -7.0% | +12.8% | +12.1% |
| YTD | +202.7% | -15.0% | +217.7% | +257.4% |
| 1Y | +352.5% | -2.7% | +355.3% | +341.5% |
| All | +352.5% | -3.0% | +355.6% | +341.5% |
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