+412.2%
ALB vs VYM
+490.3%
-78.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.2% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | -1.2% | -1.3% | +0.1% | +0.6% |
| 3M | -13.3% | +4.1% | -17.4% | -18.0% |
| 6M | -19.8% | +9.8% | -29.6% | -29.4% |
| YTD | -7.9% | +15.3% | -23.2% | -24.2% |
| 1Y | +60.2% | +20.0% | +40.1% | +25.3% |
| 3Y | -26.4% | +66.2% | -92.7% | -61.3% |
| 5Y | -42.5% | +77.5% | -120.1% | -71.5% |
| 10Y | +83.0% | +201.7% | -118.7% | -53.3% |
| All | +412.2% | +490.3% | -78.1% | -42.6% |
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 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