+1,314.2%
AAOI vs CI
+50.4%
+1,263.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -23.7% | +1.8% | -25.5% | -23.8% |
| 3M | -39.0% | -4.2% | -34.8% | -38.9% |
| 6M | -17.0% | +8.8% | -25.9% | -17.6% |
| YTD | +202.2% | +3.7% | +198.5% | +201.2% |
| 1Y | +292.4% | -6.1% | +298.5% | +293.7% |
| 3Y | +804.4% | +4.5% | +799.9% | +788.7% |
| All | +1,314.2% | +50.4% | +1,263.9% | +1,250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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