+349.6%
ALLE vs VYM
+295.7%
+53.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.6% | +3.3% | -1.8% | -2.0% |
| 30D | +24.1% | +3.8% | +20.3% | +19.2% |
| 3M | +14.8% | -0.4% | +15.2% | +15.4% |
| 6M | +45.9% | +7.1% | +38.8% | +35.4% |
| YTD | +20.7% | +17.1% | +3.7% | +1.6% |
| 1Y | +14.2% | +18.4% | -4.2% | -5.0% |
| 3Y | +90.7% | +74.5% | +16.1% | +3.0% |
| 5Y | +50.6% | +72.5% | -22.0% | -16.7% |
| 10Y | +208.9% | +206.9% | +2.0% | -7.5% |
| All | +349.6% | +295.7% | +53.8% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling