+41.8%
ALM vs VYM
+21.8%
+20.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | -2.4% |
| 7D | -6.4% | +1.2% | -7.5% | -9.5% |
| 30D | -35.0% | +5.2% | -40.2% | -44.3% |
| 3M | -33.8% | +0.5% | -34.3% | -35.1% |
| 6M | -55.0% | +7.7% | -62.7% | -63.4% |
| YTD | -0.2% | +17.2% | -17.4% | -25.3% |
| 1Y | +41.8% | +21.7% | +20.1% | -5.4% |
| All | +41.8% | +21.8% | +20.0% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling