+134.5%
AFL vs VCLT
-17.3%
+151.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -5.0% | -1.1% | -3.9% | -4.8% |
| 3M | -1.8% | -3.7% | +1.9% | -1.1% |
| 6M | +4.8% | -4.0% | +8.9% | +5.6% |
| YTD | +5.4% | -3.4% | +8.8% | +6.1% |
| 1Y | +9.0% | -4.1% | +13.1% | +9.8% |
| 3Y | +63.0% | +11.0% | +52.1% | +59.2% |
| 5Y | +134.5% | -17.0% | +151.5% | +111.3% |
| All | +134.5% | -17.3% | +151.8% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling