+416.0%
AAOI vs CFG
+316.8%
+99.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.4% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | -23.7% | -4.6% | -19.1% | -21.8% |
| 3M | -39.0% | +6.7% | -45.7% | -41.3% |
| 6M | -17.0% | +22.1% | -39.2% | -25.9% |
| YTD | +202.2% | +23.2% | +179.1% | +163.9% |
| 1Y | +292.4% | +40.3% | +252.1% | +221.6% |
| 3Y | +804.4% | +187.9% | +616.5% | +460.0% |
| 5Y | +1,318.0% | +102.0% | +1,216.1% | +867.8% |
| All | +416.0% | +316.8% | +99.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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