+12.4%
AA vs VSH
+64.7%
-52.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -4.3% |
| 7D | -0.7% | +4.1% | -4.8% | -2.8% |
| 30D | +5.0% | -4.2% | +9.1% | +6.5% |
| 3M | -35.8% | -50.0% | +14.1% | -13.1% |
| 6M | -18.4% | +80.2% | -98.6% | -48.0% |
| YTD | -5.5% | +121.1% | -126.6% | -47.2% |
| 1Y | +61.0% | +112.0% | -51.0% | -8.4% |
| 3Y | +66.2% | +22.5% | +43.7% | +28.9% |
| All | +12.4% | +64.7% | -52.2% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling