+1,314.2%
AAOI vs CSX
+67.7%
+1,246.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -0.9% | +0.8% | +0.4% |
| 30D | -23.7% | -2.0% | -21.7% | -22.7% |
| 3M | -39.0% | +3.6% | -42.6% | -40.6% |
| 6M | -17.0% | +22.0% | -39.1% | -28.9% |
| YTD | +202.2% | +36.3% | +166.0% | +139.9% |
| 1Y | +292.4% | +50.9% | +241.5% | +191.2% |
| 3Y | +804.4% | +69.2% | +735.2% | +534.6% |
| All | +1,314.2% | +67.7% | +1,246.5% | +853.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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