+270.3%
ALLE vs VYM
+291.5%
-21.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -6.8% | -0.5% | -6.3% | -6.2% |
| 3M | +21.0% | +3.0% | +18.0% | +17.2% |
| 6M | +1.1% | +8.2% | -7.1% | -7.3% |
| YTD | -0.5% | +15.8% | -16.4% | -15.3% |
| 1Y | -7.3% | +20.8% | -28.1% | -24.7% |
| 3Y | +42.3% | +65.3% | -23.0% | -18.4% |
| 5Y | +13.5% | +76.6% | -63.1% | -38.8% |
| 10Y | +144.0% | +203.9% | -59.9% | -26.1% |
| All | +270.3% | +291.5% | -21.1% | -15.4% |
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 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