-1.7%
AGG vs VYM
+9.6%
-11.3%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -1.1% | -2.2% | +1.1% | -0.6% |
| 3M | -1.9% | +3.1% | -5.0% | -2.6% |
| 6M | -1.7% | +9.7% | -11.4% | -3.9% |
| All | -1.7% | +9.6% | -11.3% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling