+54.4%
VXUS vs AA
+10.5%
+43.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | +2.2% | +5.0% | -2.8% | +1.2% |
| 3M | +3.0% | -35.8% | +38.8% | +9.8% |
| 6M | +10.7% | -18.4% | +29.0% | +13.0% |
| YTD | +17.8% | -5.5% | +23.3% | +17.0% |
| 1Y | +27.6% | +61.0% | -33.4% | +15.4% |
| 3Y | +73.3% | +66.2% | +7.1% | +49.9% |
| All | +54.4% | +10.5% | +43.9% | +37.6% |
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