+352.5%
AAOI vs CMI
+45.0%
+307.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +1.3% |
| 7D | -0.7% | -0.7% | +0.1% | +0.4% |
| 30D | -17.9% | -13.4% | -4.5% | +0.8% |
| 3M | -48.0% | -17.0% | -31.0% | -31.7% |
| 6M | +5.8% | -1.6% | +7.5% | +13.1% |
| YTD | +202.7% | +11.0% | +191.7% | +162.7% |
| 1Y | +352.5% | +41.9% | +310.6% | +215.6% |
| All | +352.5% | +45.0% | +307.6% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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