+601.8%
VEEV vs AFL
+380.8%
+221.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -7.1% | -2.1% | -5.0% | -6.6% |
| 30D | +11.1% | -5.4% | +16.6% | +12.6% |
| 3M | +55.5% | -0.3% | +55.8% | +55.5% |
| 6M | +33.4% | +5.2% | +28.1% | +31.5% |
| YTD | +16.8% | +5.7% | +11.2% | +14.9% |
| 1Y | -7.7% | +10.2% | -18.0% | -10.3% |
| 3Y | +18.4% | +63.4% | -45.0% | +3.4% |
| 5Y | -14.8% | +133.0% | -147.8% | -32.6% |
| 10Y | +546.5% | +299.5% | +247.0% | +308.7% |
| All | +601.8% | +380.8% | +221.1% | +293.0% |
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