+416.0%
AAOI vs CL
+54.0%
+362.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +1.8% |
| 7D | -0.2% | -2.2% | +2.1% | -0.6% |
| 30D | -23.7% | -6.0% | -17.7% | -24.4% |
| 3M | -39.0% | -2.3% | -36.7% | -39.1% |
| 6M | -17.0% | -2.0% | -15.1% | -16.9% |
| YTD | +202.2% | +11.8% | +190.4% | +207.5% |
| 1Y | +292.4% | +5.8% | +286.6% | +298.8% |
| 3Y | +804.4% | +25.9% | +778.5% | +794.1% |
| 5Y | +1,318.0% | +26.9% | +1,291.1% | +1,277.1% |
| All | +416.0% | +54.0% | +362.0% | +340.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling