+76.3%
VUG vs AA
+17.0%
+59.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | +0.9% | +1.7% | -0.8% | +0.6% |
| 30D | -1.4% | +3.3% | -4.8% | -2.2% |
| 3M | +2.3% | -29.4% | +31.7% | +8.0% |
| 6M | +15.7% | -12.8% | +28.5% | +16.8% |
| YTD | +8.6% | -2.1% | +10.7% | +6.8% |
| 1Y | +14.1% | +62.8% | -48.7% | +1.4% |
| 3Y | +87.9% | +90.5% | -2.6% | +55.5% |
| 5Y | +76.3% | +19.1% | +57.2% | +58.4% |
| All | +76.3% | +17.0% | +59.3% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling