+348.2%
ALLE vs VYM
+291.8%
+56.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.0% |
| 3M | +14.9% | -1.0% | +15.9% | +16.3% |
| 6M | +42.1% | +6.4% | +35.7% | +32.9% |
| YTD | +20.4% | +15.9% | +4.5% | +2.5% |
| 1Y | +14.9% | +18.7% | -3.9% | -4.8% |
| 3Y | +90.1% | +72.8% | +17.3% | +3.8% |
| 5Y | +53.0% | +71.2% | -18.3% | -14.6% |
| 10Y | +208.8% | +203.5% | +5.3% | -6.4% |
| All | +348.2% | +291.8% | +56.4% | +2.4% |
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