+416.0%
AAOI vs VIG
+250.0%
+165.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +0.9% |
| 7D | -0.2% | -1.1% | +0.9% | +1.5% |
| 30D | -23.7% | -2.7% | -21.0% | -20.7% |
| 3M | -39.0% | +2.5% | -41.6% | -41.4% |
| 6M | -17.0% | +9.2% | -26.3% | -27.0% |
| YTD | +202.2% | +9.8% | +192.4% | +164.2% |
| 1Y | +292.4% | +12.4% | +280.0% | +239.2% |
| 3Y | +804.4% | +55.9% | +748.5% | +471.0% |
| 5Y | +1,318.0% | +63.9% | +1,254.1% | +754.3% |
| All | +416.0% | +250.0% | +165.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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