+8,394.4%
ALM vs VYM
+324.0%
+8,070.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.3% | +9.1% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | +34.8% | -1.3% | +36.1% | +35.9% |
| 3M | +16.2% | +4.1% | +12.2% | +13.3% |
| 6M | +2.1% | +9.8% | -7.7% | -3.1% |
| YTD | +117.0% | +15.3% | +101.7% | +100.5% |
| 1Y | +313.9% | +20.0% | +293.8% | +274.3% |
| 3Y | +2,327.9% | +66.2% | +2,261.7% | +1,732.1% |
| 5Y | +1,040.6% | +77.5% | +963.1% | +721.5% |
| 10Y | +3,219.4% | +201.7% | +3,017.7% | +1,306.6% |
| All | +8,394.4% | +324.0% | +8,070.3% | -96.3% |
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