+786.6%
AAOI vs CFG
+183.3%
+603.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.7% |
| 7D | +2.9% | -1.7% | +4.6% | +4.7% |
| 30D | -23.1% | -4.6% | -18.5% | -19.2% |
| 3M | -41.0% | +7.9% | -48.9% | -46.3% |
| 6M | -14.3% | +19.9% | -34.1% | -31.7% |
| YTD | +196.3% | +21.7% | +174.6% | +118.7% |
| 1Y | +272.6% | +38.4% | +234.2% | +133.7% |
| All | +786.6% | +183.3% | +603.3% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling