+416.0%
AAOI vs VTRS
-48.4%
+464.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -0.2% | -2.2% | +2.0% | +0.7% |
| 30D | -23.7% | +3.3% | -27.0% | -24.7% |
| 3M | -39.0% | +2.0% | -41.0% | -40.1% |
| 6M | -17.0% | +19.9% | -37.0% | -25.0% |
| YTD | +202.2% | +35.7% | +166.5% | +158.0% |
| 1Y | +292.4% | +68.1% | +224.3% | +204.5% |
| 3Y | +804.4% | +87.1% | +717.3% | +567.1% |
| 5Y | +1,318.0% | +47.6% | +1,270.4% | +996.8% |
| All | +416.0% | -48.4% | +464.3% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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