+1,314.2%
AAOI vs CFG
+99.1%
+1,215.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.1% |
| 7D | -0.2% | -0.4% | +0.3% | +0.1% |
| 30D | -23.7% | -4.6% | -19.1% | -21.0% |
| 3M | -39.0% | +6.7% | -45.7% | -42.1% |
| 6M | -17.0% | +22.1% | -39.2% | -29.3% |
| YTD | +202.2% | +23.2% | +179.1% | +148.5% |
| 1Y | +292.4% | +40.3% | +252.1% | +193.3% |
| 3Y | +804.4% | +187.9% | +616.5% | +360.4% |
| All | +1,314.2% | +99.1% | +1,215.1% | +622.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling