+845.3%
AAOI vs CVE
+75.1%
+770.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +3.7% |
| 7D | +7.9% | +0.2% | +7.7% | +7.7% |
| 30D | -17.8% | +17.5% | -35.2% | -28.1% |
| 3M | -43.3% | +16.2% | -59.5% | -50.7% |
| 6M | +16.7% | +47.8% | -31.0% | -17.4% |
| YTD | +220.0% | +98.5% | +121.5% | +76.7% |
| 1Y | +372.1% | +109.8% | +262.3% | +146.5% |
| 3Y | +845.3% | +75.5% | +769.9% | +372.0% |
| All | +845.3% | +75.1% | +770.2% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling