+15.2%
ALLE vs VYM
+77.8%
-62.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.2% |
| 3M | +22.8% | +4.1% | +18.7% | +17.3% |
| 6M | +4.6% | +9.8% | -5.2% | -6.2% |
| YTD | -1.2% | +15.3% | -16.5% | -16.3% |
| 1Y | -9.1% | +20.0% | -29.1% | -26.6% |
| 3Y | +50.0% | +66.2% | -16.3% | -19.1% |
| 5Y | +15.2% | +77.5% | -62.3% | -42.4% |
| All | +15.2% | +77.8% | -62.6% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling