-44.0%
ACHR vs VYM
+109.6%
-153.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.1% |
| 7D | -2.3% | -0.8% | -1.5% | -0.7% |
| 30D | -11.3% | -2.2% | -9.0% | -7.1% |
| 3M | +5.3% | +3.1% | +2.2% | -0.5% |
| 6M | -13.2% | +9.7% | -22.9% | -26.8% |
| YTD | -25.8% | +14.9% | -40.7% | -42.2% |
| 1Y | -34.3% | +17.6% | -51.8% | -50.4% |
| 3Y | -19.9% | +65.3% | -85.3% | -63.1% |
| 5Y | -42.7% | +78.7% | -121.4% | -74.4% |
| All | -44.0% | +109.6% | -153.6% | -78.1% |
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