+2,469.8%
AAOI vs CEG
+678.4%
+1,791.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -0.2% | -4.8% | +4.6% | +2.8% |
| 30D | -23.7% | +2.3% | -26.0% | -24.5% |
| 3M | -39.0% | +15.6% | -54.6% | -43.6% |
| 6M | -17.0% | -5.0% | -12.0% | -15.2% |
| YTD | +202.2% | -19.0% | +221.3% | +239.7% |
| 1Y | +292.4% | -10.0% | +302.4% | +325.0% |
| 3Y | +804.4% | +163.9% | +640.4% | +564.7% |
| All | +2,469.8% | +678.4% | +1,791.3% | +1,645.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling