+20.0%
VTI vs AA
+63.2%
-43.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | 0.0% | +5.0% | -5.0% | -0.6% |
| 3M | +2.0% | -35.8% | +37.8% | +6.0% |
| 6M | +13.0% | -18.4% | +31.4% | +14.1% |
| YTD | +13.9% | -5.5% | +19.4% | +12.8% |
| 1Y | +20.0% | +61.0% | -41.0% | +12.3% |
| All | +20.0% | +63.2% | -43.2% | +12.3% |
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