+129.1%
ACM vs VYM
+209.2%
-80.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.2% |
| 7D | -4.6% | -0.8% | -3.8% | -3.6% |
| 30D | +4.1% | -2.2% | +6.3% | +7.1% |
| 3M | -8.3% | +3.1% | -11.4% | -11.7% |
| 6M | -30.1% | +9.7% | -39.8% | -37.7% |
| YTD | -32.6% | +14.9% | -47.5% | -43.2% |
| 1Y | -49.6% | +17.6% | -67.1% | -58.7% |
| 3Y | -23.0% | +65.3% | -88.4% | -58.9% |
| 5Y | +2.0% | +78.7% | -76.7% | -50.6% |
| All | +129.1% | +209.2% | -80.1% | -51.6% |
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