+533.4%
AFL vs VT
+360.7%
+172.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -1.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.9% |
| 30D | +9.7% | -1.7% | +11.4% | +11.4% |
| 3M | +5.5% | -2.3% | +7.8% | +7.6% |
| 6M | +11.2% | +1.5% | +9.7% | +7.1% |
| YTD | +17.1% | +12.0% | +5.0% | -0.9% |
| 1Y | +14.0% | +12.9% | +1.2% | -4.5% |
| 3Y | +66.3% | +74.9% | -8.7% | -21.3% |
| 5Y | +152.7% | +59.9% | +92.8% | +30.1% |
| 10Y | +341.3% | +224.6% | +116.7% | -11.6% |
| All | +533.4% | +360.7% | +172.7% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling