-33.1%
AA vs VO
+822.3%
-855.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.0% | +1.6% |
| 7D | +4.8% | -0.1% | +4.9% | +5.2% |
| 30D | -0.6% | +0.5% | -1.1% | -1.3% |
| 3M | -16.3% | -1.0% | -15.2% | -14.9% |
| 6M | -33.4% | +6.4% | -39.8% | -39.0% |
| YTD | -20.7% | +13.6% | -34.3% | -34.4% |
| 1Y | +12.9% | +14.5% | -1.5% | -7.3% |
| 3Y | +75.7% | +67.2% | +8.5% | -14.5% |
| 5Y | -6.8% | +36.1% | -42.9% | -35.9% |
| 10Y | +53.6% | +199.3% | -145.7% | -63.1% |
| All | -33.1% | +822.3% | -855.4% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling