-29.4%
AFRM vs VIG
+94.6%
-124.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -7.6% |
| 7D | -7.5% | +0.4% | -7.9% | -8.9% |
| 30D | -15.7% | +4.3% | -20.0% | -26.1% |
| 3M | -9.6% | +2.0% | -11.6% | -15.0% |
| 6M | +6.3% | +10.2% | -3.9% | -20.9% |
| YTD | -8.6% | +14.8% | -23.4% | -40.0% |
| 1Y | -7.6% | +17.5% | -25.1% | -43.5% |
| 3Y | +173.7% | +67.4% | +106.3% | -42.6% |
| 5Y | -56.9% | +63.4% | -120.3% | -88.2% |
| All | -29.4% | +94.6% | -124.0% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling