-21.8%
AA vs VEU
+192.1%
-213.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.9% |
| 7D | -0.7% | +1.1% | -1.8% | -2.4% |
| 30D | +5.0% | +2.2% | +2.8% | +1.8% |
| 3M | -35.8% | +3.0% | -38.8% | -38.2% |
| 6M | -18.4% | +10.9% | -29.3% | -30.2% |
| YTD | -5.5% | +18.2% | -23.7% | -26.4% |
| 1Y | +61.0% | +28.3% | +32.7% | +11.9% |
| 3Y | +66.2% | +74.6% | -8.4% | -23.1% |
| 5Y | +11.4% | +56.4% | -45.0% | -36.2% |
| 10Y | +116.9% | +153.0% | -36.1% | -27.9% |
| All | -21.8% | +192.1% | -213.9% | -77.3% |
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