-16.1%
ALC vs VYM
+17.6%
-33.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.2% |
| 7D | -7.7% | -1.9% | -5.8% | -5.8% |
| 30D | -11.7% | -2.6% | -9.1% | -9.2% |
| 3M | +0.7% | +3.6% | -2.9% | -2.8% |
| 6M | -17.1% | +8.7% | -25.8% | -24.3% |
| YTD | -15.1% | +14.1% | -29.3% | -26.6% |
| All | -16.1% | +17.6% | -33.7% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling