+1,314.2%
AAOI vs JCI
+111.7%
+1,202.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | -0.6% |
| 7D | -0.2% | +0.7% | -0.9% | -0.9% |
| 30D | -23.7% | -4.4% | -19.3% | -18.9% |
| 3M | -39.0% | +1.7% | -40.7% | -38.2% |
| 6M | -17.0% | +8.8% | -25.8% | -21.0% |
| YTD | +202.2% | +22.6% | +179.6% | +152.1% |
| 1Y | +292.4% | +36.2% | +256.2% | +199.3% |
| 3Y | +804.4% | +168.0% | +636.4% | +347.7% |
| All | +1,314.2% | +111.7% | +1,202.5% | +602.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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