+937.0%
AAOI vs JCI
+477.8%
+459.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | -23.1% | -7.7% | -15.4% | -17.4% |
| 3M | -41.0% | +2.8% | -43.8% | -40.8% |
| 6M | -14.3% | +7.2% | -21.5% | -15.5% |
| YTD | +196.3% | +20.0% | +176.3% | +167.6% |
| 1Y | +272.6% | +33.3% | +239.4% | +216.7% |
| 3Y | +775.3% | +161.3% | +614.0% | +429.7% |
| 5Y | +1,290.2% | +108.8% | +1,181.4% | +812.2% |
| 10Y | +426.2% | +334.6% | +91.6% | +120.4% |
| All | +937.0% | +477.8% | +459.3% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling