+17.6%
AFL vs VICR
+76.0%
-58.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -11.1% | +12.2% | +0.8% |
| 7D | +2.9% | -26.6% | +29.5% | +2.3% |
| 30D | +11.5% | -47.9% | +59.4% | +10.3% |
| 3M | +0.6% | -29.8% | +30.4% | +0.1% |
| 6M | +11.7% | -36.6% | +48.3% | +10.0% |
| YTD | +15.4% | +45.1% | -29.7% | +10.5% |
| 1Y | +17.6% | +80.0% | -62.5% | +12.9% |
| All | +17.6% | +76.0% | -58.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling