+93.1%
ACN vs VYM
+209.2%
-116.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.7% |
| 7D | -1.5% | -0.8% | -0.7% | -0.7% |
| 30D | +2.1% | -2.2% | +4.3% | +4.6% |
| 3M | +11.1% | +3.1% | +8.0% | +7.8% |
| 6M | -6.8% | +9.7% | -16.6% | -15.6% |
| YTD | -30.0% | +14.9% | -44.9% | -39.6% |
| 1Y | -23.1% | +17.6% | -40.7% | -35.2% |
| 3Y | -40.4% | +65.3% | -105.7% | -65.2% |
| 5Y | -41.6% | +78.7% | -120.3% | -68.2% |
| All | +93.1% | +209.2% | -116.1% | -36.7% |
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