+5.2%
VUG vs AA
+13.9%
-8.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | +1.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.1% |
| 30D | -6.4% | -6.4% | 0.0% | -5.8% |
| 3M | -3.2% | -13.0% | +9.7% | -2.1% |
| 6M | +3.1% | -34.6% | +37.7% | +7.1% |
| YTD | +6.3% | -23.0% | +29.3% | +6.9% |
| 1Y | +5.2% | +16.0% | -10.8% | -0.7% |
| All | +5.2% | +13.9% | -8.7% | -0.7% |
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