+33.4%
VWO vs AA
+5.3%
+28.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.7% |
| 7D | -1.7% | -5.4% | +3.7% | -0.9% |
| 30D | -0.3% | -10.7% | +10.4% | +1.4% |
| 3M | +4.0% | -26.2% | +30.1% | +8.7% |
| 6M | +8.1% | -20.9% | +29.0% | +10.9% |
| YTD | +11.6% | -8.6% | +20.3% | +11.3% |
| 1Y | +16.2% | +57.4% | -41.2% | +5.0% |
| 3Y | +63.3% | +77.8% | -14.5% | +39.2% |
| 5Y | +33.4% | +2.7% | +30.7% | +19.7% |
| All | +33.4% | +5.3% | +28.0% | +19.7% |
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 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