-19.1%
ALC vs VYM
+64.0%
-83.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.2% |
| 7D | -7.7% | -1.9% | -5.8% | -6.0% |
| 30D | -11.7% | -2.6% | -9.1% | -9.4% |
| 3M | +0.7% | +3.6% | -2.9% | -2.6% |
| 6M | -17.1% | +8.7% | -25.8% | -23.4% |
| YTD | -15.1% | +14.1% | -29.3% | -25.2% |
| 1Y | -14.1% | +17.8% | -31.9% | -26.6% |
| All | -19.1% | +64.0% | -83.1% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling