-35.1%
AUR vs VYM
+77.5%
-112.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +3.2% |
| 30D | -6.4% | -2.2% | -4.2% | -1.4% |
| 3M | +7.7% | +3.1% | +4.6% | +1.0% |
| 6M | +44.5% | +9.7% | +34.8% | +18.7% |
| YTD | +67.4% | +14.9% | +52.6% | +25.0% |
| 1Y | +15.4% | +17.6% | -2.1% | -17.5% |
| 3Y | +94.8% | +65.3% | +29.5% | -24.6% |
| All | -35.1% | +77.5% | -112.6% | -73.9% |
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