-17.0%
AAOI vs CMI
+1.0%
-18.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +0.1% |
| 7D | -0.2% | -0.7% | +0.6% | +1.0% |
| 30D | -23.7% | -12.4% | -11.3% | -5.5% |
| 3M | -39.0% | -14.8% | -24.2% | -20.4% |
| 6M | -17.0% | +0.8% | -17.8% | -24.0% |
| All | -17.0% | +1.0% | -18.1% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling