-19.9%
ALC vs VYM
+77.5%
-97.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.4% |
| 7D | -6.3% | -0.8% | -5.5% | -5.6% |
| 30D | -10.3% | -2.2% | -8.0% | -8.3% |
| 3M | -0.7% | +3.1% | -3.8% | -3.5% |
| 6M | -17.8% | +9.7% | -27.6% | -24.7% |
| YTD | -15.8% | +14.9% | -30.7% | -26.2% |
| 1Y | -16.7% | +17.6% | -34.3% | -28.6% |
| 3Y | -19.7% | +65.3% | -85.0% | -50.3% |
| All | -19.9% | +77.5% | -97.4% | -52.1% |
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