+77.1%
AGG vs VYM
+488.1%
-411.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | -1.1% | -2.2% | +1.1% | -1.2% |
| 3M | -1.9% | +3.1% | -5.0% | -1.9% |
| 6M | -1.7% | +9.7% | -11.4% | -1.5% |
| YTD | -1.3% | +14.9% | -16.2% | -1.0% |
| 1Y | -0.7% | +17.6% | -18.3% | -0.4% |
| 3Y | +12.5% | +65.3% | -52.8% | +13.9% |
| 5Y | -2.5% | +78.7% | -81.2% | -1.0% |
| 10Y | +14.2% | +208.2% | -194.0% | +19.2% |
| All | +77.1% | +488.1% | -411.0% | +91.0% |
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