+416.0%
AAOI vs VIVK
-100.0%
+516.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +2.0% |
| 7D | -0.2% | -4.4% | +4.2% | -0.2% |
| 30D | -23.7% | -40.8% | +17.1% | -23.7% |
| 3M | -39.0% | -94.1% | +55.1% | -38.9% |
| 6M | -17.0% | -98.2% | +81.1% | -17.1% |
| YTD | +202.2% | -98.0% | +300.2% | +199.6% |
| 1Y | +292.4% | -100.0% | +392.4% | +297.8% |
| 3Y | +804.4% | -100.0% | +904.4% | +813.1% |
| 5Y | +1,318.0% | -100.0% | +1,418.0% | +1,338.6% |
| All | +416.0% | -100.0% | +516.0% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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