+117.1%
AA vs VEEV
+552.6%
-435.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -5.4% | -8.2% | +2.8% | -3.4% |
| 30D | -10.7% | +10.3% | -21.0% | -13.3% |
| 3M | -26.2% | +59.4% | -85.5% | -35.3% |
| 6M | -20.9% | +37.6% | -58.5% | -28.5% |
| YTD | -8.6% | +16.9% | -25.5% | -14.1% |
| 1Y | +57.4% | -5.0% | +62.4% | +56.8% |
| 3Y | +77.8% | +18.5% | +59.4% | +62.4% |
| 5Y | +2.7% | -13.8% | +16.5% | -2.6% |
| All | +117.1% | +552.6% | -435.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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