+344.1%
AAOI vs VST
+1,156.5%
-812.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -2.7% |
| 7D | +2.9% | +2.0% | +0.9% | +1.9% |
| 30D | -23.1% | +1.5% | -24.6% | -23.5% |
| 3M | -41.0% | +6.3% | -47.3% | -42.8% |
| 6M | -14.3% | -10.3% | -4.0% | -8.5% |
| YTD | +196.3% | -8.6% | +204.9% | +209.5% |
| 1Y | +272.6% | -29.3% | +302.0% | +355.9% |
| 3Y | +775.3% | +344.9% | +430.4% | +369.5% |
| 5Y | +1,290.2% | +774.8% | +515.4% | +482.0% |
| All | +344.1% | +1,156.5% | -812.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling