+416.0%
AAOI vs VCLT
+17.1%
+398.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -1.4% | +1.2% | +1.1% |
| 30D | -23.7% | -1.2% | -22.5% | -23.1% |
| 3M | -39.0% | -4.8% | -34.2% | -36.4% |
| 6M | -17.0% | -2.6% | -14.5% | -14.8% |
| YTD | +202.2% | -3.3% | +205.6% | +211.3% |
| 1Y | +292.4% | -4.8% | +297.2% | +310.0% |
| 3Y | +804.4% | +11.5% | +792.9% | +738.0% |
| 5Y | +1,318.0% | -17.0% | +1,335.0% | +1,371.3% |
| All | +416.0% | +17.1% | +398.9% | +429.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling