+484.0%
AFL vs VT
+374.2%
+109.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +0.6% | +0.4% | +0.1% | +0.1% |
| 30D | -6.2% | +1.0% | -7.2% | -7.4% |
| 3M | +2.2% | +2.4% | -0.2% | -1.7% |
| 6M | +5.3% | +12.0% | -6.7% | -9.8% |
| YTD | +8.0% | +15.3% | -7.4% | -11.0% |
| 1Y | +10.2% | +22.6% | -12.3% | -16.1% |
| 3Y | +67.1% | +74.7% | -7.6% | -20.1% |
| 5Y | +135.6% | +66.1% | +69.4% | +16.7% |
| 10Y | +299.4% | +225.0% | +74.4% | -19.3% |
| All | +484.0% | +374.2% | +109.9% | -36.0% |
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