+724.4%
AFL vs VYM
+484.2%
+240.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -3.3% | -1.9% | -1.4% | -0.7% |
| 30D | -5.0% | -2.6% | -2.4% | -1.5% |
| 3M | -1.8% | +3.6% | -5.3% | -6.6% |
| 6M | +4.8% | +8.7% | -3.8% | -7.1% |
| YTD | +5.4% | +14.1% | -8.7% | -13.0% |
| 1Y | +9.0% | +17.8% | -8.8% | -14.3% |
| 3Y | +63.0% | +64.5% | -1.5% | -21.7% |
| 5Y | +134.5% | +77.5% | +57.0% | -0.2% |
| 10Y | +298.6% | +206.1% | +92.4% | -26.1% |
| All | +724.4% | +484.2% | +240.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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