+224.5%
AU vs VEU
+188.7%
+35.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +12.3% | +0.7% | +11.6% | +11.9% |
| 3M | +29.4% | +4.7% | +24.7% | +25.3% |
| 6M | +3.2% | +11.6% | -8.4% | -3.7% |
| YTD | +31.8% | +16.8% | +15.0% | +19.3% |
| 1Y | +83.4% | +24.9% | +58.5% | +58.3% |
| 3Y | +623.1% | +75.7% | +547.4% | +384.0% |
| 5Y | +700.5% | +56.1% | +644.4% | +485.4% |
| 10Y | +717.6% | +153.6% | +563.9% | +295.3% |
| All | +224.5% | +188.7% | +35.9% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling