+215.6%
AU vs VYM
+488.1%
-272.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -4.3% | -0.8% | -3.5% | -3.8% |
| 30D | +7.3% | -2.2% | +9.6% | +8.9% |
| 3M | +26.3% | +3.1% | +23.3% | +24.0% |
| 6M | +1.8% | +9.7% | -8.0% | -3.5% |
| YTD | +26.8% | +14.9% | +11.9% | +17.0% |
| 1Y | +66.7% | +17.6% | +49.1% | +52.0% |
| 3Y | +579.1% | +65.3% | +513.8% | +401.4% |
| 5Y | +689.3% | +78.7% | +610.6% | +454.7% |
| 10Y | +686.6% | +208.2% | +478.4% | +255.4% |
| All | +215.6% | +488.1% | -272.5% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling