+1,181.0%
VUG vs AA
-34.9%
+1,215.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -8.9% | -5.0% | -3.8% | -7.9% |
| 3M | -5.9% | -22.2% | +16.3% | -0.9% |
| 6M | -3.3% | -36.3% | +33.1% | +5.6% |
| YTD | +3.4% | -24.2% | +27.6% | +7.0% |
| 1Y | +1.9% | +3.9% | -2.0% | -2.4% |
| 3Y | +76.9% | +67.6% | +9.3% | +43.5% |
| 5Y | +63.9% | -8.8% | +72.7% | +43.0% |
| 10Y | +396.2% | +45.0% | +351.2% | +216.3% |
| All | +1,181.0% | -34.9% | +1,215.9% | +698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling