-35.7%
AUR vs VYM
+75.7%
-111.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +7.7% | +3.1% | +4.6% | +1.4% |
| 6M | +44.5% | +9.7% | +34.8% | +19.9% |
| YTD | +67.4% | +14.9% | +52.6% | +26.9% |
| 1Y | +15.4% | +17.6% | -2.1% | -16.0% |
| 3Y | +94.8% | +65.3% | +29.5% | -19.7% |
| 5Y | -35.1% | +78.7% | -113.8% | -72.7% |
| All | -35.7% | +75.7% | -111.4% | -72.8% |
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