+117.0%
AA vs VNQ
+64.0%
+52.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.8% |
| 7D | -3.4% | -1.3% | -2.2% | -2.2% |
| 30D | -5.8% | -2.6% | -3.2% | -3.4% |
| 3M | -29.9% | -2.0% | -27.9% | -29.0% |
| 6M | -27.0% | +4.3% | -31.3% | -31.0% |
| YTD | -8.7% | +9.2% | -17.9% | -18.1% |
| 1Y | +50.6% | +5.6% | +45.0% | +39.7% |
| 3Y | +74.1% | +30.8% | +43.2% | +31.5% |
| 5Y | +2.6% | +8.0% | -5.4% | -5.7% |
| All | +117.0% | +64.0% | +52.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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