+1,343.0%
AFG vs VT
+356.1%
+986.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.1% | -1.6% | +2.7% | +2.8% |
| 30D | +10.7% | -2.5% | +13.2% | +13.6% |
| 3M | +8.5% | -1.3% | +9.8% | +9.6% |
| 6M | +17.7% | +3.1% | +14.6% | +12.2% |
| YTD | +16.3% | +10.9% | +5.3% | +1.4% |
| 1Y | +23.6% | +12.1% | +11.6% | +6.2% |
| 3Y | +66.6% | +73.9% | -7.3% | -14.3% |
| 5Y | +53.7% | +58.0% | -4.2% | -13.8% |
| 10Y | +332.3% | +225.5% | +106.8% | +10.5% |
| All | +1,343.0% | +356.1% | +986.9% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling