-39.3%
VG vs AA
+34.4%
-73.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +16.0% | +5.0% | +11.0% | +13.5% |
| 3M | +9.7% | -35.8% | +45.6% | +25.0% |
| 6M | +29.6% | -18.4% | +48.0% | +30.6% |
| YTD | +112.0% | -5.5% | +117.5% | +93.9% |
| 1Y | +12.8% | +61.0% | -48.2% | -24.5% |
| All | -39.3% | +34.4% | -73.7% | -53.7% |
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 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