+291.9%
AA vs VSH
+1,674.8%
-1,382.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -3.7% |
| 7D | -0.7% | +4.1% | -4.8% | -2.2% |
| 30D | +5.0% | -4.2% | +9.1% | +6.2% |
| 3M | -35.8% | -50.0% | +14.1% | -20.4% |
| 6M | -18.4% | +80.2% | -98.6% | -37.5% |
| YTD | -5.5% | +121.1% | -126.6% | -33.0% |
| 1Y | +61.0% | +112.0% | -51.0% | +15.7% |
| 3Y | +66.2% | +22.5% | +43.7% | +42.0% |
| 5Y | +11.4% | +64.0% | -52.7% | -13.8% |
| 10Y | +116.9% | +170.4% | -53.5% | +47.1% |
| All | +291.9% | +1,674.8% | -1,382.9% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling