+342.5%
AFL vs VT
+221.8%
+120.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +2.9% | +2.4% | +0.5% | +0.8% |
| 30D | +8.0% | -1.5% | +9.5% | +9.0% |
| 3M | +5.9% | -4.1% | +10.0% | +9.3% |
| 6M | +11.6% | +0.6% | +11.1% | +9.6% |
| YTD | +17.5% | +11.0% | +6.5% | +4.5% |
| 1Y | +13.3% | +13.3% | -0.1% | -1.3% |
| 3Y | +67.0% | +73.4% | -6.4% | -6.3% |
| 5Y | +150.6% | +57.4% | +93.2% | +54.3% |
| All | +342.5% | +221.8% | +120.7% | +36.5% |
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