+114.1%
AS vs VYM
+55.3%
+58.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.9% |
| 30D | -22.1% | -1.3% | -20.8% | -20.5% |
| 3M | -15.3% | +4.1% | -19.4% | -20.8% |
| 6M | -15.6% | +9.8% | -25.4% | -27.6% |
| YTD | -23.2% | +15.3% | -38.5% | -39.0% |
| 1Y | -21.7% | +20.0% | -41.7% | -41.7% |
| All | +114.1% | +55.3% | +58.8% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling