+435.9%
AFL vs VTEB
+25.1%
+410.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.6% |
| 7D | -3.3% | -1.2% | -2.1% | -1.9% |
| 30D | -5.0% | -2.9% | -2.1% | -1.8% |
| 3M | -1.8% | -3.2% | +1.4% | +1.9% |
| 6M | +4.8% | -2.6% | +7.5% | +8.0% |
| YTD | +5.4% | -1.8% | +7.3% | +7.6% |
| 1Y | +9.0% | +0.2% | +8.8% | +8.5% |
| 3Y | +63.0% | +8.2% | +54.8% | +46.5% |
| 5Y | +134.5% | +0.8% | +133.7% | +132.4% |
| 10Y | +298.6% | +17.7% | +280.9% | +321.1% |
| All | +435.9% | +25.1% | +410.8% | +558.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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