+21.6%
ACI vs VYM
+149.5%
-127.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.3% |
| 30D | +0.6% | -2.2% | +2.8% | +1.8% |
| 3M | -20.3% | +3.1% | -23.4% | -21.4% |
| 6M | -24.7% | +9.7% | -34.4% | -28.1% |
| YTD | -27.2% | +14.9% | -42.1% | -32.2% |
| 1Y | -32.7% | +17.6% | -50.3% | -38.0% |
| 3Y | -43.9% | +65.3% | -109.2% | -57.3% |
| 5Y | -38.9% | +78.7% | -117.6% | -55.7% |
| All | +21.6% | +149.5% | -127.9% | -18.2% |
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