+416.0%
AAOI vs VMC
+156.6%
+259.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.6% |
| 7D | -0.2% | -3.8% | +3.6% | +1.7% |
| 30D | -23.7% | -9.7% | -14.0% | -19.7% |
| 3M | -39.0% | -9.6% | -29.4% | -36.6% |
| 6M | -17.0% | -4.8% | -12.2% | -16.8% |
| YTD | +202.2% | -10.9% | +213.1% | +212.4% |
| 1Y | +292.4% | -15.6% | +308.0% | +316.9% |
| 3Y | +804.4% | +19.3% | +785.1% | +741.2% |
| 5Y | +1,318.0% | +48.0% | +1,270.0% | +1,116.0% |
| All | +416.0% | +156.6% | +259.4% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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