+118.1%
AFMC vs VT
+131.3%
-13.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.5% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | +0.2% | -1.4% | +1.6% | +1.6% |
| 3M | -2.6% | -1.4% | -1.2% | -1.3% |
| 6M | +6.2% | +5.5% | +0.8% | +0.4% |
| YTD | +18.6% | +12.8% | +5.8% | +4.7% |
| 1Y | +23.1% | +15.4% | +7.7% | +6.3% |
| 3Y | +76.2% | +76.9% | -0.7% | -0.4% |
| 5Y | +59.9% | +60.4% | -0.5% | -0.4% |
| All | +118.1% | +131.3% | -13.2% | -0.7% |
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 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