+158.3%
VEA vs AA
-49.8%
+208.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +0.2% | -0.6% | +0.8% | +0.2% |
| 3M | -5.3% | -19.7% | +14.3% | -0.3% |
| 6M | -0.9% | -41.6% | +40.7% | +12.0% |
| YTD | +12.2% | -24.6% | +36.8% | +16.9% |
| 1Y | +16.1% | +4.9% | +11.2% | +10.6% |
| 3Y | +73.0% | +66.8% | +6.1% | +35.7% |
| 5Y | +53.7% | -19.4% | +73.1% | +34.5% |
| 10Y | +159.3% | +43.1% | +116.2% | +50.1% |
| All | +158.3% | -49.8% | +208.1% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling