+420.5%
VUG vs AA
+121.9%
+298.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -1.7% | -1.6% | -0.1% | -1.6% |
| 3M | +2.8% | -29.8% | +32.6% | +8.5% |
| 6M | +13.6% | -16.6% | +30.2% | +15.6% |
| YTD | +8.1% | -4.0% | +12.1% | +6.8% |
| 1Y | +13.1% | +63.5% | -50.4% | +1.0% |
| 3Y | +87.0% | +86.8% | +0.2% | +57.0% |
| 5Y | +76.0% | +12.4% | +63.6% | +54.0% |
| 10Y | +420.5% | +132.3% | +288.2% | +243.4% |
| All | +420.5% | +121.9% | +298.6% | +243.4% |
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