+327.8%
VWO vs AA
-10.7%
+338.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -1.4% |
| 7D | +0.9% | +1.7% | -0.7% | +0.4% |
| 30D | +1.3% | +3.3% | -2.1% | -0.1% |
| 3M | +5.1% | -29.4% | +34.5% | +15.5% |
| 6M | +12.5% | -12.8% | +25.4% | +14.3% |
| YTD | +14.0% | -2.1% | +16.2% | +10.8% |
| 1Y | +19.7% | +62.8% | -43.0% | -2.2% |
| 3Y | +66.8% | +90.5% | -23.7% | +19.3% |
| 5Y | +36.2% | +19.1% | +17.1% | +0.1% |
| 10Y | +111.0% | +124.8% | -13.7% | -10.2% |
| All | +327.8% | -10.7% | +338.6% | +111.9% |
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