+416.0%
AAOI vs VFC
-69.1%
+485.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +0.2% |
| 7D | -0.2% | -1.4% | +1.2% | +0.4% |
| 30D | -23.7% | -9.0% | -14.7% | -20.8% |
| 3M | -39.0% | -24.2% | -14.8% | -32.3% |
| 6M | -17.0% | -18.5% | +1.5% | -11.4% |
| YTD | +202.2% | -25.9% | +228.1% | +226.8% |
| 1Y | +292.4% | -13.0% | +305.4% | +290.0% |
| 3Y | +804.4% | -20.3% | +824.7% | +752.7% |
| 5Y | +1,318.0% | -78.1% | +1,396.1% | +2,076.3% |
| All | +416.0% | -69.1% | +485.0% | +594.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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