+22.2%
AFIF vs VT
+135.3%
-113.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +0.1% | -4.2% | +4.3% | +0.3% |
| 30D | +0.4% | -5.8% | +6.2% | +0.7% |
| 3M | -0.6% | -5.2% | +4.7% | -0.3% |
| 6M | +0.2% | +0.1% | +0.1% | +0.2% |
| YTD | +1.5% | +8.2% | -6.7% | +1.0% |
| 1Y | +2.4% | +10.1% | -7.8% | +1.8% |
| 3Y | +19.5% | +69.7% | -50.2% | +16.2% |
| 5Y | +19.5% | +53.4% | -33.9% | +16.3% |
| All | +22.2% | +135.3% | -113.1% | +15.1% |
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