+1,314.2%
AAOI vs CNC
+10.7%
+1,303.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | -0.2% | -0.9% | +0.8% | -0.1% |
| 30D | -23.7% | -1.0% | -22.7% | -23.7% |
| 3M | -39.0% | +4.5% | -43.6% | -39.1% |
| 6M | -17.0% | +85.2% | -102.3% | -16.8% |
| YTD | +202.2% | +61.4% | +140.8% | +202.5% |
| 1Y | +292.4% | +94.9% | +197.5% | +296.4% |
| 3Y | +804.4% | 0.0% | +804.4% | +791.8% |
| All | +1,314.2% | +10.7% | +1,303.5% | +1,285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling