+96.1%
VCIT vs AFL
+727.2%
-631.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +1.9% | +10.0% | -8.1% | +1.8% |
| 3M | -1.4% | -1.6% | +0.1% | -1.4% |
| 6M | -2.1% | +10.5% | -12.7% | -2.3% |
| YTD | -1.6% | +14.3% | -15.9% | -1.9% |
| 1Y | -0.9% | +11.4% | -12.3% | -1.1% |
| 3Y | +20.0% | +62.4% | -42.5% | +19.0% |
| 5Y | +3.1% | +144.8% | -141.6% | +1.6% |
| 10Y | +28.7% | +356.2% | -327.5% | +26.2% |
| All | +96.1% | +727.2% | -631.1% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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