+402.8%
VUG vs AA
+42.1%
+360.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.6% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | -6.3% | -0.6% | -5.7% | -6.2% |
| 3M | -6.0% | -19.7% | +13.6% | -2.7% |
| 6M | -3.5% | -41.6% | +38.0% | +4.7% |
| YTD | +3.9% | -24.6% | +28.6% | +6.8% |
| 1Y | +5.1% | +4.9% | +0.2% | +1.7% |
| 3Y | +77.9% | +66.8% | +11.0% | +52.4% |
| 5Y | +62.4% | -19.4% | +81.8% | +51.0% |
| All | +402.8% | +42.1% | +360.7% | +257.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling