+59.4%
VEA vs AA
+5.3%
+54.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.5% |
| 7D | -2.1% | -5.4% | +3.3% | -1.2% |
| 30D | -1.1% | -10.7% | +9.6% | +0.6% |
| 3M | +5.1% | -26.2% | +31.2% | +9.7% |
| 6M | +9.8% | -20.9% | +30.7% | +12.6% |
| YTD | +15.9% | -8.6% | +24.6% | +15.7% |
| 1Y | +24.6% | +57.4% | -32.8% | +13.1% |
| 3Y | +75.5% | +77.8% | -2.3% | +50.1% |
| 5Y | +59.4% | +2.7% | +56.7% | +43.4% |
| All | +59.4% | +5.3% | +54.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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