+117.0%
AA vs VYM
+209.2%
-92.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.3% |
| 7D | -3.4% | -0.8% | -2.6% | -2.0% |
| 30D | -5.8% | -2.2% | -3.5% | -1.9% |
| 3M | -29.9% | +3.1% | -33.0% | -33.6% |
| 6M | -27.0% | +9.7% | -36.7% | -38.1% |
| YTD | -8.7% | +14.9% | -23.6% | -28.7% |
| 1Y | +50.6% | +17.6% | +33.1% | +13.5% |
| 3Y | +74.1% | +65.3% | +8.8% | -25.2% |
| 5Y | +2.6% | +78.7% | -76.1% | -59.3% |
| All | +117.0% | +209.2% | -92.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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