+0.8%
AAOI vs VRT
+15.7%
-14.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +1.3% |
| 7D | +7.9% | +13.6% | -5.7% | -7.8% |
| 30D | -17.8% | +6.8% | -24.5% | -22.9% |
| 3M | -43.3% | -3.2% | -40.1% | -41.6% |
| All | +0.8% | +15.7% | -14.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 6mo: compounded portfolio wealth divided by compounded VRT 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…
6mo analysis · Full analysis span regression · 6 months rolling