-6.1%
AA vs VYM
+490.3%
-496.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +4.3% |
| 7D | +1.7% | +0.1% | +1.5% | +1.4% |
| 30D | +3.3% | -1.3% | +4.6% | +5.5% |
| 3M | -29.4% | +4.1% | -33.5% | -33.8% |
| 6M | -12.8% | +9.8% | -22.6% | -25.3% |
| YTD | -2.1% | +15.3% | -17.4% | -22.7% |
| 1Y | +62.8% | +20.0% | +42.8% | +20.9% |
| 3Y | +90.5% | +66.2% | +24.2% | -14.0% |
| 5Y | +19.1% | +77.5% | -58.5% | -49.1% |
| 10Y | +124.8% | +201.7% | -76.9% | -54.1% |
| All | -6.1% | +490.3% | -496.3% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling