-7.6%
ALC vs VYM
+71.9%
-79.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -1.1% | +3.7% | -4.8% | -4.5% |
| 30D | +16.0% | +3.7% | +12.4% | +12.1% |
| 3M | +0.8% | -0.7% | +1.5% | +1.5% |
| 6M | +16.8% | +7.2% | +9.6% | +9.2% |
| YTD | -5.5% | +16.9% | -22.4% | -18.7% |
| 1Y | -5.3% | +19.6% | -24.9% | -20.3% |
| 3Y | +4.1% | +74.6% | -70.5% | -39.3% |
| All | -7.6% | +71.9% | -79.5% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling