+340.9%
AFL vs VT
+223.7%
+117.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.3% |
| 7D | +0.5% | +0.4% | +0.1% | 0.0% |
| 30D | +9.3% | -2.6% | +11.9% | +11.5% |
| 3M | +1.0% | -3.2% | +4.2% | +3.4% |
| 6M | +11.8% | +0.9% | +10.9% | +9.4% |
| YTD | +15.3% | +11.3% | +4.0% | +2.4% |
| 1Y | +12.1% | +14.0% | -2.0% | -2.9% |
| 3Y | +65.0% | +75.8% | -10.9% | -8.7% |
| 5Y | +149.1% | +57.8% | +91.3% | +53.1% |
| 10Y | +340.9% | +219.8% | +121.1% | +39.1% |
| All | +340.9% | +223.7% | +117.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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