-35.7%
VG vs AFL
+14.1%
-49.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +3.8% | -2.1% | +5.9% | +4.3% |
| 30D | +7.2% | -5.4% | +12.7% | +8.8% |
| 3M | +22.8% | -0.3% | +23.0% | +22.7% |
| 6M | +33.2% | +5.2% | +28.0% | +31.7% |
| YTD | +124.8% | +5.7% | +119.1% | +120.0% |
| 1Y | +15.8% | +10.2% | +5.6% | +9.9% |
| All | -35.7% | +14.1% | -49.8% | -37.6% |
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