-10.4%
AAOI vs CIFR
+17.7%
-28.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.5% | +1.1% |
| 7D | +4.7% | +11.3% | -6.7% | -1.7% |
| 30D | -18.7% | +3.5% | -22.2% | -20.1% |
| 3M | -33.7% | -26.6% | -7.1% | -27.7% |
| All | -10.4% | +17.7% | -28.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 6mo: compounded portfolio wealth divided by compounded CIFR 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…
6mo analysis · Full analysis span regression · 6 months rolling