+343.3%
AAOI vs CNC
+107.9%
+235.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.5% | -13.6% | -9.7% |
| 7D | -9.3% | +3.5% | -12.8% | -9.7% |
| 30D | -36.3% | +2.9% | -39.2% | -36.6% |
| 3M | -43.4% | +6.5% | -49.8% | -43.8% |
| 6M | -1.1% | +101.5% | -102.6% | -8.7% |
| YTD | +174.7% | +68.7% | +106.0% | +156.9% |
| 1Y | +253.7% | +108.7% | +145.1% | +222.8% |
| 3Y | +881.7% | +2.7% | +879.0% | +840.7% |
| 5Y | +1,228.2% | +14.2% | +1,214.0% | +1,111.7% |
| 10Y | +343.3% | +109.8% | +233.5% | +246.6% |
| All | +343.3% | +107.9% | +235.5% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling