+161.1%
VEA vs AFL
+303.3%
-142.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -1.5% | -1.6% | +0.2% | -0.8% |
| 30D | -0.8% | -4.0% | +3.2% | +0.6% |
| 3M | +2.5% | -0.5% | +3.0% | +2.3% |
| 6M | +11.1% | +6.5% | +4.6% | +7.8% |
| YTD | +17.2% | +6.2% | +11.0% | +13.5% |
| 1Y | +24.5% | +8.3% | +16.2% | +19.5% |
| 3Y | +75.4% | +62.5% | +12.9% | +40.5% |
| 5Y | +61.1% | +136.2% | -75.1% | +9.2% |
| All | +161.1% | +303.3% | -142.2% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling