-2.4%
AAOI vs CLF
+27.0%
-29.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | +4.7% | -2.7% | +7.3% | +6.1% |
| 30D | -18.7% | -3.2% | -15.5% | -17.3% |
| 3M | -33.7% | -5.0% | -28.8% | -29.6% |
| 6M | -2.4% | +26.6% | -29.0% | -23.1% |
| All | -2.4% | +27.0% | -29.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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