+100.9%
AAOI vs CME
+19.8%
+81.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.7% | -6.1% |
| 7D | -27.9% | +4.8% | -32.8% | -24.5% |
| 30D | -51.2% | +14.2% | -65.4% | -45.0% |
| 3M | -55.0% | +17.9% | -72.9% | -47.9% |
| 6M | -65.7% | +7.2% | -73.0% | -57.3% |
| YTD | +70.0% | +16.7% | +53.3% | +142.7% |
| 1Y | +100.9% | +19.6% | +81.4% | +188.5% |
| All | +100.9% | +19.8% | +81.1% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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