+47.8%
AA vs VO
+202.1%
-154.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +0.6% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | -1.3% | +2.0% | -3.3% | -4.2% |
| 3M | -23.9% | -0.3% | -23.6% | -23.6% |
| 6M | -36.8% | +7.3% | -44.1% | -43.2% |
| YTD | -22.2% | +15.0% | -37.2% | -37.7% |
| 1Y | +10.4% | +14.7% | -4.3% | -10.9% |
| 3Y | +72.0% | +67.3% | +4.7% | -20.3% |
| 5Y | -15.6% | +38.8% | -54.4% | -45.8% |
| 10Y | +47.8% | +201.6% | -153.8% | -71.0% |
| All | +47.8% | +202.1% | -154.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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