-45.7%
ACI vs VYM
+64.0%
-109.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -7.1% | -1.9% | -5.2% | -6.4% |
| 30D | -4.5% | -2.6% | -1.9% | -3.5% |
| 3M | -22.3% | +3.6% | -25.9% | -23.1% |
| 6M | -28.4% | +8.7% | -37.1% | -30.5% |
| YTD | -29.5% | +14.1% | -43.6% | -32.9% |
| 1Y | -34.2% | +17.8% | -52.1% | -38.1% |
| All | -45.7% | +64.0% | -109.6% | -55.4% |
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