+141.0%
AFL vs VSXY
+37.5%
+103.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | -4.0% | -18.7% | +14.6% | -3.1% |
| 3M | -0.5% | -4.0% | +3.5% | -0.5% |
| 6M | +6.5% | +67.5% | -61.0% | +2.3% |
| YTD | +6.2% | +39.7% | -33.5% | +2.8% |
| 1Y | +8.3% | +180.0% | -171.7% | -0.2% |
| 3Y | +62.5% | +337.3% | -274.7% | +38.0% |
| 5Y | +136.2% | +22.7% | +113.5% | +121.9% |
| All | +141.0% | +37.5% | +103.4% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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