+937.0%
AAOI vs CME
+528.6%
+408.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +2.9% | -2.4% | +5.3% | +3.3% |
| 30D | -23.1% | +6.2% | -29.3% | -24.0% |
| 3M | -41.0% | +4.4% | -45.4% | -41.7% |
| 6M | -14.3% | -9.6% | -4.6% | -12.9% |
| YTD | +196.3% | +3.8% | +192.5% | +191.6% |
| 1Y | +272.6% | +9.5% | +263.1% | +260.9% |
| 3Y | +775.3% | +51.9% | +723.4% | +633.0% |
| 5Y | +1,290.2% | +78.7% | +1,211.5% | +974.6% |
| 10Y | +426.2% | +279.7% | +146.5% | +185.4% |
| All | +937.0% | +528.6% | +408.5% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling