-57.7%
AFCG vs VT
+79.1%
-136.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +5.7% |
| 7D | +14.9% | +0.4% | +14.5% | +14.8% |
| 30D | +13.4% | -2.6% | +16.0% | +16.7% |
| 3M | +25.3% | -3.2% | +28.5% | +29.8% |
| 6M | +9.9% | +0.9% | +8.9% | +8.7% |
| YTD | +26.5% | +11.3% | +15.2% | +13.3% |
| 1Y | +15.6% | +14.0% | +1.6% | +1.2% |
| 3Y | -34.8% | +75.8% | -110.7% | -61.1% |
| 5Y | -60.9% | +57.8% | -118.7% | -74.2% |
| All | -57.7% | +79.1% | -136.8% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling