+451.1%
AG vs VYM
+494.6%
-43.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | -0.1% | -1.0% | +0.9% | +0.8% |
| 30D | +12.5% | -2.0% | +14.5% | +14.5% |
| 3M | +28.2% | +3.1% | +25.1% | +25.1% |
| 6M | -18.8% | +8.9% | -27.7% | -24.2% |
| YTD | +27.4% | +14.7% | +12.7% | +14.2% |
| 1Y | +132.2% | +19.4% | +112.8% | +102.0% |
| 3Y | +286.9% | +65.4% | +221.5% | +157.3% |
| 5Y | +72.8% | +77.6% | -4.8% | +9.5% |
| 10Y | +74.6% | +207.8% | -133.2% | -35.4% |
| All | +451.1% | +494.6% | -43.5% | -8.0% |
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