+1,314.2%
AAOI vs CME
+78.0%
+1,236.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.2% |
| 7D | -0.2% | -1.6% | +1.4% | -0.7% |
| 30D | -23.7% | +5.6% | -29.3% | -22.2% |
| 3M | -39.0% | +5.6% | -44.6% | -36.8% |
| 6M | -17.0% | -8.3% | -8.8% | -15.7% |
| YTD | +202.2% | +4.3% | +197.9% | +216.9% |
| 1Y | +292.4% | +9.1% | +283.3% | +315.8% |
| 3Y | +804.4% | +52.1% | +752.3% | +799.8% |
| All | +1,314.2% | +78.0% | +1,236.3% | +1,024.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling