+210.5%
ALLE vs VYM
+207.1%
+3.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -0.8% | -0.2% | -0.7% | -0.7% |
| 30D | +27.4% | +3.6% | +23.7% | +22.5% |
| 3M | +13.8% | -0.1% | +14.0% | +14.1% |
| 6M | +45.5% | +7.1% | +38.4% | +34.9% |
| YTD | +21.4% | +17.0% | +4.4% | +2.1% |
| 1Y | +15.4% | +19.0% | -3.6% | -4.7% |
| 3Y | +91.7% | +74.4% | +17.3% | +2.9% |
| 5Y | +54.5% | +72.7% | -18.1% | -15.1% |
| 10Y | +210.5% | +206.6% | +3.9% | -13.1% |
| All | +210.5% | +207.1% | +3.4% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling