+1,314.2%
AAOI vs CPB
-41.0%
+1,355.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.1% |
| 7D | -0.2% | -1.8% | +1.6% | -1.1% |
| 30D | -23.7% | -7.1% | -16.6% | -25.9% |
| 3M | -39.0% | -6.0% | -33.0% | -39.7% |
| 6M | -17.0% | -5.3% | -11.8% | -17.0% |
| YTD | +202.2% | -20.8% | +223.1% | +183.4% |
| 1Y | +292.4% | -33.8% | +326.2% | +247.3% |
| 3Y | +804.4% | -43.7% | +848.1% | +680.3% |
| All | +1,314.2% | -41.0% | +1,355.2% | +1,189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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