-0.6%
AU vs VEU
+9.7%
-10.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -1.6% |
| 7D | -7.0% | -1.9% | -5.1% | -3.1% |
| 30D | +7.3% | -0.7% | +8.0% | +9.3% |
| 3M | +33.2% | +4.9% | +28.4% | +20.1% |
| 6M | -0.6% | +9.8% | -10.5% | -16.5% |
| All | -0.6% | +9.7% | -10.3% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling