+617.3%
ACN vs VYM
+487.3%
+130.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -6.3% | -1.0% | -5.4% | -5.5% |
| 30D | -1.4% | -2.0% | +0.7% | +0.5% |
| 3M | +2.6% | +3.1% | -0.5% | -0.1% |
| 6M | -14.3% | +8.9% | -23.2% | -20.8% |
| YTD | -33.1% | +14.7% | -47.9% | -41.1% |
| 1Y | -28.8% | +19.4% | -48.2% | -39.5% |
| 3Y | -43.0% | +65.4% | -108.4% | -64.1% |
| 5Y | -44.0% | +77.6% | -121.6% | -66.5% |
| 10Y | +88.5% | +207.8% | -119.2% | -28.9% |
| All | +617.3% | +487.3% | +130.0% | +65.4% |
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 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