+21.4%
ALC vs VYM
+134.1%
-112.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -3.7% | -1.3% | -2.5% | -2.7% |
| 3M | +4.6% | +4.1% | +0.5% | +1.4% |
| 6M | -14.6% | +9.8% | -24.4% | -20.6% |
| YTD | -11.9% | +15.3% | -27.2% | -21.2% |
| 1Y | -13.1% | +20.0% | -33.2% | -24.7% |
| 3Y | -15.0% | +66.2% | -81.2% | -42.7% |
| 5Y | -16.2% | +77.5% | -93.7% | -45.9% |
| All | +21.4% | +134.1% | -112.7% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling