+678.6%
AU vs VYM
+77.5%
+601.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -4.3% | -0.8% | -3.5% | -3.6% |
| 30D | +7.3% | -2.2% | +9.6% | +9.4% |
| 3M | +26.3% | +3.1% | +23.3% | +23.2% |
| 6M | +1.8% | +9.7% | -8.0% | -5.1% |
| YTD | +26.8% | +14.9% | +11.9% | +14.5% |
| 1Y | +66.7% | +17.6% | +49.1% | +48.4% |
| 3Y | +579.1% | +65.3% | +513.8% | +365.4% |
| All | +678.6% | +77.5% | +601.1% | +447.2% |
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