+56.6%
AFG vs VT
+66.2%
-9.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +0.4% | -1.1% | -0.9% |
| 30D | -2.7% | +1.0% | -3.7% | -3.3% |
| 3M | +11.7% | +2.4% | +9.3% | +9.7% |
| 6M | +8.9% | +12.0% | -3.1% | +0.6% |
| YTD | +7.8% | +15.3% | -7.6% | -2.7% |
| 1Y | +7.6% | +22.6% | -15.0% | -7.0% |
| 3Y | +45.1% | +74.7% | -29.6% | -3.7% |
| All | +56.6% | +66.2% | -9.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling