+135.1%
AFL vs VFC
-79.1%
+214.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | -5.4% | -13.4% | +7.9% | -4.3% |
| 3M | -0.3% | -23.7% | +23.4% | +1.7% |
| 6M | +5.2% | -24.5% | +29.7% | +7.1% |
| YTD | +5.7% | -27.8% | +33.5% | +7.8% |
| 1Y | +10.2% | -13.5% | +23.7% | +10.0% |
| 3Y | +63.4% | -27.1% | +90.5% | +58.7% |
| All | +135.1% | -79.1% | +214.2% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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