-50.2%
VG vs AFL
+24.6%
-74.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | -8.3% | +0.5% | -8.8% | -8.4% |
| 30D | -10.3% | +9.3% | -19.7% | -12.4% |
| 3M | -10.8% | +1.0% | -11.8% | -11.1% |
| 6M | +3.5% | +11.8% | -8.4% | +0.5% |
| YTD | +74.0% | +15.3% | +58.6% | +66.3% |
| 1Y | +48.9% | +12.1% | +36.8% | +44.5% |
| All | -50.2% | +24.6% | -74.8% | -52.8% |
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