-21.9%
AS vs VYM
+21.4%
-43.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.2% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -19.6% | -0.5% | -19.1% | -18.9% |
| 3M | -14.4% | +3.0% | -17.4% | -18.7% |
| 6M | -20.1% | +8.2% | -28.3% | -31.3% |
| YTD | -20.9% | +15.8% | -36.8% | -37.2% |
| 1Y | -21.9% | +20.8% | -42.7% | -40.5% |
| All | -21.9% | +21.4% | -43.3% | -40.5% |
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