+228.1%
ACM vs VYM
+442.0%
-213.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -12.9% | -1.3% | -11.6% | -11.6% |
| 3M | -6.4% | +4.1% | -10.4% | -10.8% |
| 6M | -29.2% | +9.8% | -39.0% | -36.8% |
| YTD | -29.9% | +15.3% | -45.3% | -41.0% |
| 1Y | -47.3% | +20.0% | -67.3% | -57.7% |
| 3Y | -19.6% | +66.2% | -85.9% | -56.6% |
| 5Y | +5.5% | +77.5% | -72.0% | -47.2% |
| 10Y | +129.7% | +201.7% | -72.0% | -36.8% |
| All | +228.1% | +442.0% | -213.9% | -51.2% |
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 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