+1,266.5%
AAOI vs VSXY
+37.5%
+1,229.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.1% |
| 30D | -23.7% | -18.7% | -5.0% | -19.1% |
| 3M | -39.0% | -4.0% | -35.0% | -39.3% |
| 6M | -17.0% | +67.5% | -84.5% | -34.2% |
| YTD | +202.2% | +39.7% | +162.6% | +147.4% |
| 1Y | +292.4% | +180.0% | +112.4% | +144.7% |
| 3Y | +804.4% | +337.3% | +467.1% | +378.0% |
| 5Y | +1,318.0% | +22.7% | +1,295.4% | +855.4% |
| All | +1,266.5% | +37.5% | +1,229.0% | +758.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 all: compounded portfolio wealth divided by compounded VSXY 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…
all analysis · Full analysis span regression · 6 months rolling