+43.4%
AFSM vs VT
+59.8%
-16.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | +0.5% |
| 30D | -0.8% | -1.7% | +1.0% | +1.2% |
| 3M | -2.3% | -2.3% | 0.0% | +0.1% |
| 6M | +5.0% | +1.5% | +3.5% | +3.1% |
| YTD | +20.9% | +12.0% | +8.8% | +6.5% |
| 1Y | +22.8% | +12.9% | +9.9% | +7.4% |
| 3Y | +73.0% | +74.9% | -1.9% | -5.2% |
| 5Y | +43.4% | +59.9% | -16.5% | -11.9% |
| All | +43.4% | +59.8% | -16.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling