+50.0%
ALLE vs VYM
+66.8%
-16.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -7.6% | -1.3% | -6.4% | -6.3% |
| 3M | +22.8% | +4.1% | +18.7% | +17.8% |
| 6M | +4.6% | +9.8% | -5.2% | -5.2% |
| YTD | -1.2% | +15.3% | -16.5% | -14.9% |
| 1Y | -9.1% | +20.0% | -29.1% | -24.8% |
| 3Y | +50.0% | +66.2% | -16.3% | -13.4% |
| All | +50.0% | +66.8% | -16.9% | -13.4% |
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 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