-36.5%
AA vs VEU
+174.3%
-210.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.1% |
| 7D | +5.3% | +2.4% | +2.9% | +1.9% |
| 30D | -2.3% | -2.0% | -0.3% | +1.0% |
| 3M | -20.8% | -5.1% | -15.7% | -14.0% |
| 6M | -39.8% | -0.7% | -39.1% | -38.6% |
| YTD | -23.3% | +11.0% | -34.3% | -34.2% |
| 1Y | +1.8% | +12.4% | -10.5% | -14.0% |
| 3Y | +69.5% | +69.8% | -0.2% | -18.4% |
| 5Y | -18.0% | +48.2% | -66.2% | -49.0% |
| 10Y | +45.7% | +148.1% | -102.5% | -49.7% |
| All | -36.5% | +174.3% | -210.9% | -79.7% |
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