+295.8%
AFL vs VIG
+250.0%
+45.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -1.6% | -1.1% | -0.6% | -0.6% |
| 30D | -4.0% | -2.7% | -1.3% | -1.3% |
| 3M | -0.5% | +2.5% | -3.1% | -3.2% |
| 6M | +6.5% | +9.2% | -2.7% | -3.1% |
| YTD | +6.2% | +9.8% | -3.7% | -4.2% |
| 1Y | +8.3% | +12.4% | -4.1% | -4.9% |
| 3Y | +62.5% | +55.9% | +6.6% | -0.3% |
| 5Y | +136.2% | +63.9% | +72.2% | +35.7% |
| All | +295.8% | +250.0% | +45.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling