+45.0%
AA vs VSH
+117.5%
-72.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -5.2% |
| 7D | +1.2% | -1.6% | +2.8% | +1.0% |
| 30D | -5.0% | -21.3% | +16.3% | +6.0% |
| 3M | -22.2% | -18.9% | -3.3% | -16.5% |
| 6M | -36.3% | -21.4% | -14.9% | -37.0% |
| YTD | -24.2% | +86.8% | -111.0% | -59.3% |
| 1Y | +3.9% | +85.8% | -81.9% | -44.1% |
| 3Y | +67.6% | +30.1% | +37.4% | +6.2% |
| 5Y | -8.8% | +42.8% | -51.6% | -47.4% |
| 10Y | +45.0% | +121.2% | -76.3% | -41.7% |
| All | +45.0% | +117.5% | -72.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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