+672.3%
AU vs VYM
+209.2%
+463.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | +7.3% | -2.2% | +9.6% | +8.3% |
| 3M | +26.3% | +3.1% | +23.3% | +24.8% |
| 6M | +1.8% | +9.7% | -8.0% | -1.6% |
| YTD | +26.8% | +14.9% | +11.9% | +20.7% |
| 1Y | +66.7% | +17.6% | +49.1% | +57.6% |
| 3Y | +579.1% | +65.3% | +513.8% | +473.8% |
| 5Y | +689.3% | +78.7% | +610.6% | +556.9% |
| All | +672.3% | +209.2% | +463.1% | +467.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling