+90.1%
ALLE vs VYM
+73.7%
+16.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -1.0% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +25.9% | +3.0% | +23.0% | +22.1% |
| 3M | +14.9% | -1.0% | +15.9% | +16.2% |
| 6M | +42.1% | +6.4% | +35.7% | +33.1% |
| YTD | +20.4% | +15.9% | +4.5% | +3.1% |
| 1Y | +14.9% | +18.7% | -3.9% | -4.0% |
| 3Y | +90.1% | +72.8% | +17.3% | -2.0% |
| All | +90.1% | +73.7% | +16.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling