+34.0%
AFGB vs VT
+198.2%
-164.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +3.0% | -0.7% | +3.6% | +3.1% |
| 3M | +4.4% | +4.0% | +0.4% | +3.2% |
| 6M | +1.0% | +12.3% | -11.3% | -2.3% |
| YTD | +2.1% | +14.0% | -11.9% | -1.7% |
| 1Y | -1.2% | +20.3% | -21.5% | -6.4% |
| 3Y | +9.1% | +75.4% | -66.4% | -7.4% |
| 5Y | +4.5% | +66.0% | -61.5% | -11.3% |
| All | +34.0% | +198.2% | -164.2% | +3.8% |
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