+679.6%
AFL vs VIG
+617.8%
+61.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -0.7% |
| 7D | -0.7% | -0.4% | -0.3% | -0.2% |
| 30D | -7.1% | -2.1% | -5.0% | -4.4% |
| 3M | +0.4% | +3.3% | -2.9% | -4.3% |
| 6M | +4.5% | +9.3% | -4.7% | -8.2% |
| YTD | +6.1% | +10.1% | -4.1% | -8.2% |
| 1Y | +10.6% | +14.7% | -4.2% | -9.9% |
| 3Y | +64.0% | +56.9% | +7.1% | -16.2% |
| 5Y | +133.7% | +62.9% | +70.8% | +10.3% |
| 10Y | +298.0% | +241.3% | +56.7% | -42.6% |
| All | +679.6% | +617.8% | +61.8% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling