-42.3%
ACN vs VYM
+64.0%
-106.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -7.9% | -1.9% | -6.0% | -6.4% |
| 30D | -1.1% | -2.6% | +1.5% | +1.2% |
| 3M | +5.6% | +3.6% | +2.0% | +2.6% |
| 6M | -9.9% | +8.7% | -18.6% | -16.2% |
| YTD | -32.3% | +14.1% | -46.4% | -39.7% |
| 1Y | -25.3% | +17.8% | -43.1% | -35.3% |
| All | -42.3% | +64.0% | -106.3% | -62.6% |
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 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