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Performance History

Before following any AAII stock screen, we recommend that you look at the long-term returns as well as recent performance. Understand that the screen portfolios that we present are merely computer-generated lists, based on our own interpretation of popular investment approaches.

That being said, our screen tracking results are quite impressive. Complete performance statistics are presented in the table below.

Note: Click on the column headers to sort by specific year. Definitions of Factors, Price Change and Monthly Variability are available by clicking on the question mark icons.

Data as of 7/31/2026
Performance of All Stock Screens
Strategy Factors
Price Gain (%)
2026 YTD 2025 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Annualized Total*
 TOTALFOLLOWERS RISKINDEX RISKADJ INCEPTION GURUNAME
ADR Screen
V G M S EE Y Q I O
4.9 18.2 -3.2 3.8 -24.1 -7.4 -1.9 3.5 -21.7 41.7 26.5 -7.0 27.3 33.2 1.4 -25.9 5.8 146.0 1.4 5.4 6.8
Buffett: Hagstrom Screen
V G M S EE Y Q I O
15.4 5.9 15.5 28.1 -17.5 28.6 28.9 25.1 -15.1 14.6 13.6 0.3 9.6 35.4 13.0 8.2 13.4 1,242.0 1.1 13.3 13.7
Buffettology: EPS Growth
V G M S EE Y Q I O
12.2 17.7 21.6 31.0 -19.9 17.6 38.0 33.8 -20.6 24.4 15.1 2.5 4.4 38.4 17.4 3.8 12.0 978.0 1.3 12.0 12.5
Buffettology: Sustainable Growth Screen
V G M S EE Y Q I O
-1.6 17.6 20.4 31.8 -13.6 19.2 56.6 40.8 -18.5 18.3 24.2 3.3 3.2 35.8 8.8 0.7 13.0 1,296.0 1.3 12.6 13.3
Cash Rich Firms Screen
V G M S EE Y Q I O
2.1 1.3 -0.3 14.5 -28.6 6.5 2.5 9.2 -8.3 12.3 17.1 -7.8 2.5 36.6 10.5 -32.8 6.6 214.0 1.4 5.2 6.5
Dividend (High Relative Yield) Screen
V G M S EE Y Q I O
9.7 6.0 15.4 4.5 1.4 29.6 -6.1 25.2 -18.0 22.2 27.8 -10.3 2.0 40.6 9.8 3.0 8.8 744.0 1.1 9.0 9.1
Dogs of the Dow Screen
V G M S EE Y Q I O
11.8 20.6 -3.6 3.1 -4.7 10.6 -8.4 14.5 -1.1 3.5 22.9 -1.4 6.8 27.9 9.6 10.7 4.0 291.0 1.1 3.4 4.3
Dogs of the Dow: Low Priced 5 Screen
V G M S EE Y Q I O
6.1 14.9 -16.6 -0.7 -12.0 13.9 -16.0 11.6 4.5 -1.7 13.0 11.7 3.0 34.5 15.7 13.1 2.1 178.0 1.4 -0.7 2.4
Dreman Screen
V G M S EE Y Q I O
11.7 28.0 17.7 -2.1 -26.9 27.1 -19.1 21.3 -14.1 21.0 12.3 -5.4 7.7 27.6 20.6 -11.7 8.2 157.0 1.3 8.1 8.6
Dreman With Est Revisions Screen
V G M S EE Y Q I O
-8.4 24.6 16.8 19.1 4.4 12.2 21.5 46.6 -31.2 25.7 9.7 6.4 14.2 35.8 13.0 21.6 14.2 508.0 1.5 13.1 14.4
Driehaus Revised Screen
V G M S EE Y Q I O
68.0 -12.3 10.4 35.8 -12.6 50.9 -21.2 14.4 -12.5 16.3 35.8 -3.9 -6.1 85.3 5.5 0.7 17.8 450.0 2.3 13.8 18.2
Driehaus Screen
V G M S EE Y Q I O
40.8 21.6 17.7 68.8 -35.5 -9.8 16.5 28.7 -12.6 15.4 24.1 17.2 -0.7 47.7 16.7 -14.1 13.3 269.0 2.3 11.6 13.3
Dual Cash Flow Screen
V G M S EE Y Q I O
12.1 10.6 17.9 16.9 -27.1 27.0 36.5 6.9 -14.4 9.0 15.4 -17.2 -3.2 48.9 5.1 -21.6 10.8 226.0 1.6 11.0 11.4
Est Rev: Down 5% Screen
V G M S EE Y Q I O
18.5 23.4 -9.2 16.2 -32.1 -11.0 43.7 12.5 -15.3 17.5 23.1 -9.6 -13.5 28.2 9.2 -31.1 2.0 104.0 1.9 -4.9 2.4
Est Rev: Lowest 30 Down
V G M S EE Y Q I O
25.2 46.0 -9.0 22.4 -38.2 -9.5 33.4 14.1 -13.7 8.5 48.3 -12.7 -20.4 29.7 9.3 -34.1 2.5 79.0 2.2 -6.3 2.9
Est Rev: Top 30 Up
V G M S EE Y Q I O
3.5 32.9 36.5 6.0 -8.5 19.9 32.8 38.1 -15.2 19.0 23.4 5.9 8.3 42.1 21.9 -2.3 21.3 911.0 1.7 16.8 21.5
Est Rev: Up 5% Screen
V G M S EE Y Q I O
-2.3 56.8 29.0 22.2 -14.5 25.9 32.0 44.2 -20.4 6.1 24.4 -0.1 1.1 27.7 28.8 6.1 22.0 867.0 1.7 17.5 22.7
Fisher (Philip) Screen
V G M S EE Y Q I O
14.2 -2.8 16.9 16.7 -21.9 -18.5 64.6 20.7 -39.3 97.3 -10.9 22.7 -1.3 39.5 -0.6 -50.9 5.7 229.0 2.2 -2.0 4.6
Fundamental Rule of Thumb Screen
V G M S EE Y Q I O
-20.6 -31.5 -15.0 24.3 -34.8 19.8 15.8 8.7 -21.4 16.3 25.7 -1.8 -11.6 46.1 -6.9 -35.2 5.8 231.0 1.7 4.0 6.6
Graham--Defensive Investor (Non-Utility) Screen
V G M S EE Y Q I O
12.1 -1.6 -6.3 19.0 -12.1 29.4 1.0 20.1 -13.5 5.8 22.0 -7.1 -13.1 33.9 18.9 7.0 11.5 422.0 1.4 11.4 11.8
Graham--Defensive Investor (Utility) Screen
V G M S EE Y Q I O
9.5 23.2 12.3 -8.4 2.1 8.8 -14.3 37.3 2.5 -9.1 13.5 -5.1 16.0 10.0 1.2 8.6 7.0 316.0 1.0 6.8 6.9
Graham--Enterprising Investor Revised
V G M S EE Y Q I O
16.3 -3.3 -11.5 34.6 -4.4 32.2 5.3 20.0 -21.1 4.5 30.0 -2.0 6.7 38.6 3.4 -2.2 13.5 876.0 1.4 13.0 13.9
Insider Net Purchases Screen
V G M S EE Y Q I O
19.1 -7.1 -15.5 -28.3 -38.1 -35.3 83.2 23.5 -23.2 27.8 -3.8 -17.9 -11.9 21.5 11.5 -31.4 -3.2 183.0 2.1 -16.4 -2.4
Kirkpatrick Bargain Screen
V G M S EE Y Q I O
22.4 17.3 4.6 34.4 -21.4 9.1 21.7 -3.1 -19.6 19.4 -0.8 -8.4 5.9 7.3 14.9 3.6 7.2 240.0 1.4 5.4 6.8
Kirkpatrick Growth Screen
V G M S EE Y Q I O
17.1 23.2 44.9 14.2 -7.6 17.0 56.9 1.6 -12.6 7.4 12.8 -0.7 -1.2 18.1 -9.8 -11.6 15.2 410.0 1.9 12.3 14.2
Kirkpatrick Value Screen
V G M S EE Y Q I O
-25.0 -63.8 23.2 29.6 -2.8 60.7 63.3 1.5 -37.2 29.6 2.5 -6.4 -15.1 21.9 14.2 -15.1 5.4 413.0 2.1 -9.1 1.2
Lakonishok Screen
V G M S EE Y Q I O
11.6 25.7 33.9 -1.3 -16.0 19.4 25.0 24.2 -11.9 19.4 28.5 -2.9 13.0 26.8 10.9 -0.6 13.7 311.0 1.2 12.6 13.2
Lynch Screen
V G M S EE Y Q I O
15.6 10.1 12.8 24.0 10.5 16.9 -21.8 17.7 -16.1 15.7 10.3 -15.0 -7.2 24.3 0.7 -27.9 9.1 302.0 1.2 10.1 10.1
Magic Formula Screen
V G M S EE Y Q I O
-18.1 17.9 17.2 13.5 -21.3 10.4 6.1 -7.8 -4.0 17.3 16.1 -13.1 -16.5 27.9 7.9 -30.6 6.3 278.0 1.6 4.8 6.8
Muhlenkamp Screen
V G M S EE Y Q I O
27.9 4.3 51.6 1.4 -9.3 49.9 40.7 33.4 -27.7 0.4 10.7 11.2 -48.5 -14.3 -3.0 -45.9 5.3 190.0 1.6 3.7 6.2
Neff Screen
V G M S EE Y Q I O
13.4 13.0 7.8 29.6 -17.6 29.5 -12.3 25.4 -9.5 18.6 12.9 -21.7 5.1 39.5 15.0 -4.2 13.9 327.0 1.6 12.9 14.6
O'Neil's CAN SLIM No Float Screen
V G M S EE Y Q I O
2.0 14.6 34.7 20.5 -28.4 11.0 28.3 8.6 -10.4 34.6 5.3 11.4 2.0 30.8 8.9 -3.9 13.4 369.0 1.4 12.2 12.9
O'Neil's CAN SLIM Revised 3rd Edition Screen
V G M S EE Y Q I O
-17.2 30.3 -6.0 -5.8 -42.7 25.8 28.3 9.4 -3.8 77.2 5.2 29.1 37.3 55.2 7.3 -30.1 13.5 956.0 1.9 12.6 14.8
O'Neil's CAN SLIM Screen
V G M S EE Y Q I O
5.2 -10.9 39.3 18.2 -15.8 52.0 49.2 -4.5 -32.2 30.8 15.3 -10.5 44.1 13.1 18.0 -10.2 18.1 833.0 1.9 13.6 16.6
O'Shaughnessy: All Cap Screen
V G M S EE Y Q I O
19.0 3.3 -8.2 19.1 -22.9 36.7 -3.3 30.2 -19.7 9.8 46.8 -19.0 -1.4 18.4 12.4 -5.0 9.6 246.0 1.6 9.8 10.0
O'Shaughnessy: Growth Market Leaders Screen
V G M S EE Y Q I O
31.5 9.7 34.8 8.4 11.6 18.1 3.1 30.7 -12.6 29.2 5.2 -2.9 2.3 48.5 15.8 -1.2 10.0 436.0 1.3 8.9 9.2
O'Shaughnessy: Growth Screen II
V G M S EE Y Q I O
-6.7 -6.6 54.1 14.3 8.5 80.4 15.5 13.4 -20.4 26.0 22.0 -5.5 1.7 38.7 28.8 -7.5 15.5 923.0 1.6 13.3 15.1
O'Shaughnessy: Small Cap Growth & Value Screen
V G M S EE Y Q I O
-7.9 5.1 38.9 11.5 -11.4 180.6 5.5 14.8 -9.3 27.8 9.7 -2.8 2.4 46.8 30.3 -0.3 17.6 1,408.0 1.8 14.1 17.3
O'Shaughnessy: Tiny Titans Screen
V G M S EE Y Q I O
12.6 51.3 47.7 29.3 13.0 61.9 42.4 30.8 12.7 -7.0 21.0 -7.2 25.7 54.4 20.0 -22.9 25.4 1,933.0 2.0 17.8 25.6
O'Shaughnessy: Value Screen
V G M S EE Y Q I O
29.8 29.9 13.0 7.9 -5.1 21.1 2.2 12.6 -15.3 14.3 16.5 -12.5 -5.8 29.6 20.3 -11.2 6.9 403.0 1.3 6.4 7.4
P/E Relative Screen
V G M S EE Y Q I O
6.6 10.3 12.0 25.7 -14.7 29.5 9.1 32.6 -15.4 18.1 24.3 -11.7 5.3 29.5 14.3 -1.9 13.5 458.0 1.2 13.2 13.7
Piotroski: High F-Score Screen
V G M S EE Y Q I O
-11.9 -1.1 6.6 4.6 -27.2 20.3 0.3 -19.1 -36.1 3.0 24.4 -40.5 -0.3 137.6 91.7 -36.4 12.1 313.0 2.1 10.9 11.6
Price-to-Free-Cash-Flow Screen
V G M S EE Y Q I O
24.1 15.6 -6.9 23.3 -11.0 63.4 13.3 15.3 -24.9 4.6 22.6 0.5 12.4 97.8 1.1 -7.0 16.2 604.0 1.8 13.8 16.7
Price-to-Sales Screen
V G M S EE Y Q I O
21.4 17.6 3.4 11.6 -16.1 21.3 23.0 10.0 -18.5 18.6 36.9 -5.9 -5.1 36.3 11.3 -2.6 12.6 225.0 1.4 12.3 13.0
Return on Equity Screen
V G M S EE Y Q I O
24.8 8.1 29.2 25.1 -8.8 8.5 49.7 32.3 -10.9 -1.5 17.8 0.2 -8.8 34.2 10.1 -5.7 12.7 565.0 1.3 12.4 13.1
Rule #1 Investing Screen
V G M S EE Y Q I O
5.3 17.4 63.2 16.7 -39.1 10.0 -25.7 62.6 -15.6 5.0 6.2 -46.0 50.3 47.1 11.3 -1.0 8.0 374.0 2.1 6.2 8.3
Schloss Screen
V G M S EE Y Q I O
-30.7 -9.5 4.0 22.9 -22.8 -8.9 -4.6 1.5 -23.7 3.9 -4.4 -20.4 -5.9 16.7 13.1 -35.1 2.1 92.0 2.2 -10.3 0.7
Stock Market Winners Screen
V G M S EE Y Q I O
26.1 -1.8 34.3 3.3 -23.5 -9.0 -14.5 17.5 2.5 18.5 32.7 19.2 9.7 34.8 13.6 21.2 15.0 407.0 1.4 13.6 14.9
T. Rowe Price Screen
V G M S EE Y Q I O
3.2 0.0 -30.1 4.4 -65.0 114.2 -23.5 4.4 -16.6 22.0 30.8 17.4 4.4 28.5 -15.0 117.4 4.5 227.0 1.9 -0.4 4.5
Templeton Screen
V G M S EE Y Q I O
-7.3 11.2 13.3 59.7 -11.6 4.5 -3.5 20.9 -18.8 10.9 24.5 -15.0 13.0 29.4 31.0 3.2 9.0 234.0 1.5 9.2 9.5
Value on the Move--PEG With Est Growth Screen
V G M S EE Y Q I O
14.5 57.1 25.1 35.6 -21.9 29.4 -17.4 3.4 -17.0 23.3 8.1 2.8 8.9 59.5 9.0 -0.3 15.6 509.0 1.4 14.2 15.8
Value on the Move--PEG With Hist Growth Screen
V G M S EE Y Q I O
36.2 15.0 31.3 23.0 -18.0 27.3 1.6 13.1 -15.8 26.1 18.6 6.7 3.5 49.2 4.3 1.0 13.8 471.0 1.2 13.4 13.9
Wanger Screen
V G M S EE Y Q I O
7.3 65.6 48.3 11.5 -3.0 2.8 -1.6 33.0 -6.1 -16.4 30.9 -2.1 1.3 51.1 23.5 -5.2 10.7 282.0 1.5 11.5 12.1
Weiss Blue Chip Div Yield Screen
V G M S EE Y Q I O
9.2 -5.9 -4.0 13.3 -1.8 9.5 3.1 25.4 -3.6 15.2 18.5 -14.3 5.4 21.3 19.2 7.6 8.5 381.0 1.3 8.6 9.0
Zweig Screen
V G M S EE Y Q I O
-22.1 30.2 -23.0 1.9 -0.3 20.2 1.9 -8.5 -21.8 20.6 10.6 -5.7 -14.6 26.2 6.4 -18.3 9.5 263.0 2.0 11.3 12.3
Indexes
Index
 2026 YTD 2025 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011
Annualized Total*
Dow Jones 30 9.1 17.4 10.0 18.2 -19.5 18.8 7.2 22.3 -5.6 25.1 13.4 -2.2 7.5 26.5 7.3 5.5 6.6
NASDAQ 100 12.0 33.4 23.7 44.2 -43.2 26.8 47.5 38.0 -1.1 31.5 5.9 8.4 17.9 35.0 16.8 2.7 11.9
S&P 500 9.5 23.4 23.5 24.9 -23.8 27.9 15.9 28.9 -6.2 19.4 9.5 -0.7 11.4 29.6 13.4 -0.0 7.5
S&P 500 (TR) * 10.2 17.9 7.8 26.8 -18.1 25.7 18.4 29.1 -6.5 21.8 12.0 0.7 13.7 32.4 16.0 2.1 8.8
S&P 500 Growth (TR) * 12.0 22.2 15.0 31.7 -29.4 27.2 33.5 26.8 -0.0 27.4 6.9 5.5 14.9 32.8 14.6 4.6 9.6
S&P 500 Value (TR) * 8.0 13.2 -0.7 21.4 -5.3 23.9 0.9 27.0 -9.0 15.4 17.4 -3.1 12.5 32.0 17.7 -0.5 7.5
S&P MidCap 400 14.0 15.5 -78.8 19.3 -27.5 23.2 11.6 24.1 -12.5 14.4 18.7 -3.7 8.2 31.6 16.1 -3.1 2.6
S&P MidCap 400 (TR) * 17.3 7.5 0.8 13.1 -13.1 24.3 13.6 22.6 -11.1 16.3 20.7 -2.2 10.0 32.1 17.9 -1.7 10.0
S&P MidCap 400 Growth (TR) * 21.6 7.5 2.9 14.9 -19.0 17.8 22.8 22.4 -10.3 19.9 14.8 2.0 7.6 32.8 15.8 -0.9 11.3
S&P MidCap 400 Value (TR) * 13.0 7.6 -0.2 11.1 -7.0 30.9 3.7 22.6 -11.9 12.3 26.5 -6.7 12.1 34.3 20.1 -2.4 8.9
S&P SmallCap 600 21.0 15.7 3.0 17.3 -27.8 24.6 9.6 20.9 -9.7 11.7 24.8 -3.3 4.4 39.7 14.8 -0.2 8.2
S&P SmallCap 600 (TR) * 23.9 3.5 -1.5 9.5 -16.2 29.9 11.3 19.1 -7.0 13.2 26.6 -2.0 5.8 41.4 16.3 1.0 9.3
S&P SmallCap 600 Growth (TR) * 27.1 2.7 -0.9 10.7 -21.1 22.7 19.6 17.1 -4.1 14.8 22.1 2.8 3.9 42.6 14.9 4.1 9.6
S&P SmallCap 600 Value(TR) * 20.9 6.7 -2.2 8.1 -11.1 36.9 23.3 21.2 -12.6 11.5 31.3 -6.7 7.5 35.6 17.8 -1.2 9.5
T-Bills * 1.8 4.0 3.3 4.2 2.0 0.0 0.4 1.9 1.9 0.9 0.3 0.0 0.0 0.1 0.1 0.1 2.1
Data as of 7/31/2026
*Data as of 6/30/2026