+50.0%
VG vs AA
+10.6%
+39.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | 0.0% |
| 7D | -22.0% | +0.9% | -22.9% | -22.0% |
| 30D | -11.6% | -6.7% | -5.0% | -11.4% |
| 3M | -14.9% | -16.3% | +1.5% | -14.8% |
| 6M | -3.5% | -37.1% | +33.6% | -2.2% |
| YTD | +70.0% | -25.0% | +95.0% | +53.1% |
| 1Y | +50.0% | +8.6% | +41.4% | +2.7% |
| All | +50.0% | +10.6% | +39.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling