+85.2%
AZO vs VYM
+77.5%
+7.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.6% |
| 7D | -3.6% | -0.8% | -2.8% | -3.1% |
| 30D | -5.6% | -2.2% | -3.3% | -4.1% |
| 3M | -6.6% | +3.1% | -9.7% | -8.5% |
| 6M | -22.5% | +9.7% | -32.2% | -27.1% |
| YTD | -15.2% | +14.9% | -30.1% | -22.6% |
| 1Y | -33.9% | +17.6% | -51.5% | -40.7% |
| 3Y | +11.8% | +65.3% | -53.5% | -22.8% |
| All | +85.2% | +77.5% | +7.7% | +22.9% |
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