+957.8%
AAOI vs VYM
+314.0%
+643.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.0% |
| 7D | -0.2% | -0.8% | +0.6% | +1.0% |
| 30D | -23.7% | -2.2% | -21.4% | -21.3% |
| 3M | -39.0% | +3.1% | -42.1% | -41.6% |
| 6M | -17.0% | +9.7% | -26.8% | -26.8% |
| YTD | +202.2% | +14.9% | +187.3% | +150.3% |
| 1Y | +292.4% | +17.6% | +274.8% | +220.9% |
| 3Y | +804.4% | +65.3% | +739.1% | +431.4% |
| 5Y | +1,318.0% | +78.7% | +1,239.3% | +663.5% |
| 10Y | +436.7% | +208.2% | +228.5% | +40.8% |
| All | +957.8% | +314.0% | +643.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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