+100.9%
AAOI vs CL
+33.4%
+67.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.3% | -10.6% | -3.0% |
| 7D | -27.9% | +7.7% | -35.6% | -19.7% |
| 30D | -51.2% | +15.2% | -66.5% | -40.4% |
| 3M | -55.0% | +7.3% | -62.3% | -48.4% |
| 6M | -65.7% | +17.0% | -82.7% | -57.7% |
| YTD | +70.0% | +28.0% | +42.0% | +137.9% |
| 1Y | +100.9% | +32.1% | +68.8% | +183.7% |
| All | +100.9% | +33.4% | +67.5% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling