-56.0%
AFRM vs VIG
+64.4%
-120.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +3.5% | -7.9% | -15.1% |
| 30D | -7.7% | +4.9% | -12.6% | -21.5% |
| 3M | -16.9% | +2.5% | -19.4% | -23.4% |
| 6M | +2.5% | +11.0% | -8.5% | -27.5% |
| YTD | -12.5% | +16.0% | -28.5% | -46.6% |
| 1Y | -11.0% | +17.5% | -28.6% | -48.1% |
| 3Y | +184.6% | +67.0% | +117.6% | -49.5% |
| All | -56.0% | +64.4% | -120.4% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling