+16.9%
ALC vs VYM
+131.7%
-114.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | -7.7% | -1.9% | -5.8% | -6.3% |
| 30D | -11.7% | -2.6% | -9.1% | -9.8% |
| 3M | +0.7% | +3.6% | -2.9% | -2.1% |
| 6M | -17.1% | +8.7% | -25.8% | -22.3% |
| YTD | -15.1% | +14.1% | -29.3% | -23.5% |
| 1Y | -14.1% | +17.8% | -31.9% | -24.5% |
| 3Y | -18.2% | +64.5% | -82.7% | -44.3% |
| 5Y | -19.2% | +77.5% | -96.7% | -47.7% |
| All | +16.9% | +131.7% | -114.8% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling