+167.2%
ALLY vs VYM
+205.6%
-38.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | +0.4% | +3.7% | -3.3% | -5.4% |
| 30D | +5.2% | +3.7% | +1.6% | -0.9% |
| 3M | -13.3% | -0.7% | -12.6% | -12.4% |
| 6M | -6.7% | +7.2% | -13.9% | -16.7% |
| YTD | -12.8% | +16.9% | -29.8% | -32.4% |
| 1Y | +0.7% | +19.6% | -18.9% | -24.6% |
| 3Y | +65.2% | +74.6% | -9.4% | -31.1% |
| 5Y | -10.1% | +72.3% | -82.5% | -60.0% |
| All | +167.2% | +205.6% | -38.4% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling