+416.0%
AAOI vs VUG
+424.7%
-8.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.5% |
| 7D | -0.2% | -0.5% | +0.3% | +0.7% |
| 30D | -23.7% | -1.0% | -22.7% | -22.5% |
| 3M | -39.0% | +3.5% | -42.5% | -40.3% |
| 6M | -17.0% | +14.2% | -31.2% | -28.9% |
| YTD | +202.2% | +8.5% | +193.7% | +181.6% |
| 1Y | +292.4% | +12.9% | +279.5% | +256.7% |
| 3Y | +804.4% | +85.6% | +718.7% | +412.6% |
| 5Y | +1,318.0% | +78.1% | +1,239.9% | +765.4% |
| All | +416.0% | +424.7% | -8.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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