+983.6%
AAOI vs CI
+294.3%
+689.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.4% |
| 7D | +4.7% | -1.1% | +5.8% | +4.9% |
| 30D | -18.7% | +0.5% | -19.2% | -19.0% |
| 3M | -33.7% | -5.2% | -28.6% | -33.3% |
| 6M | -2.4% | +4.3% | -6.8% | -4.5% |
| YTD | +209.6% | +2.8% | +206.8% | +204.3% |
| 1Y | +355.0% | -5.8% | +360.8% | +352.5% |
| 3Y | +814.7% | +4.7% | +809.9% | +753.9% |
| 5Y | +1,298.1% | +42.7% | +1,255.4% | +1,054.8% |
| 10Y | +449.8% | +141.0% | +308.9% | +252.0% |
| All | +983.6% | +294.3% | +689.3% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling