+668.2%
AFL vs VCLT
+103.3%
+564.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -7.1% | -0.6% | -6.6% | -7.1% |
| 3M | +0.4% | -2.2% | +2.7% | +0.7% |
| 6M | +4.5% | -2.9% | +7.4% | +4.9% |
| YTD | +6.1% | -2.1% | +8.1% | +6.3% |
| 1Y | +10.6% | -2.6% | +13.1% | +10.9% |
| 3Y | +64.0% | +12.5% | +51.5% | +61.5% |
| 5Y | +133.7% | -15.3% | +149.0% | +133.7% |
| 10Y | +298.0% | +16.6% | +281.4% | +321.2% |
| All | +668.2% | +103.3% | +564.9% | +1,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling