+160.2%
VXUS vs AA
+12.3%
+147.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | -1.8% | +0.9% | -2.7% | -1.9% |
| 30D | -4.6% | -6.7% | +2.1% | -3.3% |
| 3M | -6.1% | -16.3% | +10.3% | -3.0% |
| 6M | -4.9% | -37.1% | +32.2% | +3.4% |
| YTD | +8.1% | -25.0% | +33.1% | +12.0% |
| 1Y | +12.1% | +8.6% | +3.5% | +7.1% |
| 3Y | +63.9% | +57.2% | +6.6% | +37.3% |
| 5Y | +43.1% | -13.0% | +56.2% | +27.1% |
| 10Y | +139.2% | +65.5% | +73.7% | +44.7% |
| All | +160.2% | +12.3% | +147.9% | +66.6% |
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 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