+146.4%
VXUS vs AA
+121.7%
+24.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +1.0% | +3.3% | -2.3% | +0.2% |
| 3M | +5.7% | -29.4% | +35.1% | +11.6% |
| 6M | +13.6% | -12.8% | +26.4% | +14.8% |
| YTD | +17.4% | -2.1% | +19.5% | +15.8% |
| 1Y | +25.1% | +62.8% | -37.7% | +12.0% |
| 3Y | +75.8% | +90.5% | -14.6% | +46.9% |
| 5Y | +55.4% | +19.1% | +36.3% | +33.2% |
| 10Y | +146.4% | +124.8% | +21.6% | +56.4% |
| All | +146.4% | +121.7% | +24.7% | +56.4% |
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