+19,143.8%
AFL vs VFC
+845.1%
+18,298.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | -6.2% | -11.6% | +5.4% | -2.8% |
| 3M | +2.2% | -18.1% | +20.3% | +7.0% |
| 6M | +5.3% | -27.4% | +32.6% | +13.1% |
| YTD | +8.0% | -24.8% | +32.8% | +14.0% |
| 1Y | +10.2% | -8.2% | +18.4% | +7.5% |
| 3Y | +67.1% | -29.1% | +96.2% | +48.5% |
| 5Y | +135.6% | -79.2% | +214.8% | +220.6% |
| 10Y | +299.4% | -68.1% | +367.5% | +338.4% |
| All | +19,143.8% | +845.1% | +18,298.7% | +7,621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling