+172.5%
VEA vs AKAM
+170.8%
+1.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +0.8% | -4.5% | +5.2% | +1.7% |
| 3M | +5.7% | -25.6% | +31.3% | +12.6% |
| 6M | +13.3% | +5.7% | +7.6% | +8.3% |
| YTD | +18.4% | +21.0% | -2.6% | +8.1% |
| 1Y | +27.0% | +33.9% | -6.9% | +12.3% |
| 3Y | +79.3% | +0.9% | +78.4% | +66.1% |
| 5Y | +62.1% | -6.9% | +69.0% | +51.3% |
| 10Y | +160.3% | +97.4% | +62.9% | +87.7% |
| All | +172.5% | +170.8% | +1.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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