-37.6%
AA vs VEU
+174.2%
-211.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.5% | +2.1% | -1.6% | -2.4% |
| 30D | -0.6% | -0.9% | +0.3% | +1.1% |
| 3M | -19.7% | -5.4% | -14.3% | -12.4% |
| 6M | -41.6% | -1.8% | -39.8% | -39.4% |
| YTD | -24.6% | +10.9% | -35.6% | -35.3% |
| 1Y | +4.9% | +13.6% | -8.7% | -12.9% |
| 3Y | +66.8% | +69.3% | -2.4% | -19.4% |
| 5Y | -19.4% | +48.1% | -67.5% | -49.9% |
| 10Y | +43.1% | +148.0% | -104.9% | -50.5% |
| All | -37.6% | +174.2% | -211.8% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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