+142.2%
AS vs VYM
+55.4%
+86.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.9% | -0.5% |
| 7D | +5.8% | -0.7% | +6.5% | +7.0% |
| 30D | +15.4% | +2.5% | +12.9% | +10.7% |
| 3M | -11.9% | -1.2% | -10.7% | -10.2% |
| 6M | -9.9% | +5.9% | -15.8% | -18.3% |
| YTD | -13.1% | +15.4% | -28.5% | -31.1% |
| 1Y | +9.9% | +18.8% | -9.0% | -17.0% |
| All | +142.2% | +55.4% | +86.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling