+134.9%
AS vs VEU
+53.9%
+81.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | +6.9% | -1.6% | +8.6% | +9.3% |
| 30D | +16.0% | -4.3% | +20.3% | +23.1% |
| 3M | -12.8% | -5.8% | -7.0% | -5.6% |
| 6M | -15.4% | -4.4% | -11.0% | -10.9% |
| YTD | -15.7% | +8.7% | -24.4% | -26.7% |
| 1Y | +6.1% | +12.6% | -6.6% | -12.8% |
| All | +134.9% | +53.9% | +81.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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