+295.8%
AFL vs VCLT
+17.1%
+278.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.6% | -1.4% | -0.3% | -1.1% |
| 30D | -4.0% | -1.2% | -2.9% | -3.6% |
| 3M | -0.5% | -4.8% | +4.3% | +1.5% |
| 6M | +6.5% | -2.6% | +9.1% | +7.5% |
| YTD | +6.2% | -3.3% | +9.5% | +7.5% |
| 1Y | +8.3% | -4.8% | +13.1% | +10.3% |
| 3Y | +62.5% | +11.5% | +51.0% | +53.5% |
| 5Y | +136.2% | -17.0% | +153.1% | +158.1% |
| All | +295.8% | +17.1% | +278.8% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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