+48.8%
AAOI vs CMI
+6.1%
+42.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -4.9% | -16.0% | -13.7% |
| 7D | -40.8% | -13.4% | -27.4% | -25.9% |
| 30D | -64.0% | -16.2% | -47.8% | -52.7% |
| 3M | -63.5% | -30.8% | -32.8% | -37.1% |
| 6M | -74.0% | -33.1% | -41.0% | -52.3% |
| YTD | +34.5% | -11.2% | +45.7% | +64.6% |
| 1Y | +48.8% | +3.6% | +45.2% | +71.5% |
| All | +48.8% | +6.1% | +42.7% | +71.5% |
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