+416.0%
AAOI vs CG
+314.7%
+101.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.2% |
| 7D | -0.2% | -9.9% | +9.7% | +7.3% |
| 30D | -23.7% | -11.7% | -12.0% | -18.1% |
| 3M | -39.0% | -4.3% | -34.7% | -38.0% |
| 6M | -17.0% | -8.8% | -8.3% | -14.4% |
| YTD | +202.2% | -26.9% | +229.1% | +253.3% |
| 1Y | +292.4% | -35.4% | +327.8% | +410.5% |
| 3Y | +804.4% | +43.0% | +761.3% | +651.8% |
| 5Y | +1,318.0% | +1.9% | +1,316.1% | +1,271.6% |
| All | +416.0% | +314.7% | +101.2% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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