+957.8%
AAOI vs CMI
+479.0%
+478.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.0% |
| 7D | -0.2% | -0.7% | +0.6% | +0.5% |
| 30D | -23.7% | -12.4% | -11.3% | -14.3% |
| 3M | -39.0% | -14.8% | -24.2% | -28.7% |
| 6M | -17.0% | +0.8% | -17.8% | -13.6% |
| YTD | +202.2% | +10.2% | +192.0% | +194.2% |
| 1Y | +292.4% | +37.4% | +255.0% | +227.6% |
| 3Y | +804.4% | +153.3% | +651.1% | +452.5% |
| 5Y | +1,318.0% | +167.6% | +1,150.4% | +728.0% |
| 10Y | +436.7% | +514.4% | -77.6% | +82.2% |
| All | +957.8% | +479.0% | +478.8% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling