+98.0%
VCIT vs AFL
+681.5%
-583.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -0.8% | -6.2% | +5.4% | -0.7% |
| 3M | -1.0% | +2.2% | -3.2% | -1.1% |
| 6M | -1.8% | +5.3% | -7.1% | -1.9% |
| YTD | -0.7% | +8.0% | -8.7% | -0.8% |
| 1Y | +1.0% | +10.2% | -9.3% | +0.8% |
| 3Y | +18.8% | +67.1% | -48.2% | +17.8% |
| 5Y | +3.5% | +135.6% | -132.1% | +2.0% |
| 10Y | +29.2% | +299.4% | -270.1% | +26.6% |
| All | +98.0% | +681.5% | -583.6% | +97.2% |
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