+74.2%
AA vs VYM
+64.0%
+10.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -3.7% |
| 7D | -5.4% | -1.9% | -3.5% | -1.5% |
| 30D | -10.7% | -2.6% | -8.1% | -5.7% |
| 3M | -26.2% | +3.6% | -29.7% | -31.4% |
| 6M | -20.9% | +8.7% | -29.6% | -33.5% |
| YTD | -8.6% | +14.1% | -22.8% | -30.8% |
| 1Y | +57.4% | +17.8% | +39.6% | +12.0% |
| All | +74.2% | +64.0% | +10.3% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling