+17.7%
ALLE vs VYM
+21.8%
-4.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +0.2% |
| 7D | +6.7% | +1.2% | +5.5% | +5.1% |
| 30D | +25.4% | +5.2% | +20.2% | +17.8% |
| 3M | +16.9% | +0.5% | +16.4% | +16.2% |
| 6M | +46.6% | +7.7% | +38.9% | +33.6% |
| YTD | +22.4% | +17.2% | +5.2% | +0.9% |
| 1Y | +17.7% | +21.7% | -3.9% | -6.4% |
| All | +17.7% | +21.8% | -4.0% | -6.4% |
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