+132.3%
AA vs VO
+193.0%
-60.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -0.6% |
| 7D | -0.6% | -0.6% | 0.0% | +0.3% |
| 30D | -1.6% | -1.9% | +0.4% | +1.4% |
| 3M | -29.8% | +3.3% | -33.1% | -33.3% |
| 6M | -16.6% | +9.7% | -26.3% | -28.2% |
| YTD | -4.0% | +12.6% | -16.6% | -20.7% |
| 1Y | +63.5% | +13.6% | +49.9% | +34.1% |
| 3Y | +86.8% | +56.8% | +29.9% | -3.9% |
| 5Y | +12.4% | +42.3% | -29.9% | -30.6% |
| 10Y | +132.3% | +199.2% | -66.8% | -49.7% |
| All | +132.3% | +193.0% | -60.6% | -49.7% |
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