+41.6%
AA vs VSH
+115.4%
-73.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.5% | +0.6% |
| 7D | +0.5% | +14.3% | -13.8% | -7.4% |
| 30D | -0.6% | -7.9% | +7.3% | +1.3% |
| 3M | -19.7% | -19.9% | +0.2% | -13.4% |
| 6M | -41.6% | -30.5% | -11.1% | -37.0% |
| YTD | -24.6% | +85.7% | -110.3% | -59.5% |
| 1Y | +4.9% | +98.9% | -94.1% | -46.3% |
| 3Y | +66.8% | +32.1% | +34.7% | +4.1% |
| 5Y | -19.4% | +39.7% | -59.1% | -53.0% |
| All | +41.6% | +115.4% | -73.8% | -41.9% |
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