+13.9%
AFGD vs VT
+142.0%
-128.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | +8.2% | +1.0% | +7.2% | +7.9% |
| 3M | +8.1% | +2.4% | +5.7% | +7.2% |
| 6M | +3.5% | +12.0% | -8.5% | -0.4% |
| YTD | +5.9% | +15.3% | -9.4% | +0.8% |
| 1Y | +4.1% | +22.6% | -18.5% | -3.1% |
| 3Y | +12.5% | +74.7% | -62.1% | -7.8% |
| 5Y | +0.4% | +66.1% | -65.8% | -18.3% |
| All | +13.9% | +142.0% | -128.1% | -14.7% |
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