+416.0%
AAOI vs CLX
-3.7%
+419.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.0% |
| 7D | -0.2% | -5.7% | +5.5% | -0.3% |
| 30D | -23.7% | -17.0% | -6.7% | -24.1% |
| 3M | -39.0% | -9.7% | -29.3% | -39.2% |
| 6M | -17.0% | -19.8% | +2.8% | -16.7% |
| YTD | +202.2% | -9.8% | +212.1% | +201.8% |
| 1Y | +292.4% | -26.2% | +318.6% | +295.8% |
| 3Y | +804.4% | -36.2% | +840.6% | +816.6% |
| 5Y | +1,318.0% | -38.3% | +1,356.4% | +1,316.4% |
| All | +416.0% | -3.7% | +419.6% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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