-2.4%
AAOI vs CEG
-5.6%
+3.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.3% |
| 7D | +4.7% | +1.3% | +3.3% | +4.0% |
| 30D | -18.7% | +8.8% | -27.6% | -21.8% |
| 3M | -33.7% | +17.0% | -50.7% | -37.9% |
| 6M | -2.4% | -8.7% | +6.3% | +2.7% |
| All | -2.4% | -5.6% | +3.2% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling