-51.4%
VG vs AFL
+23.4%
-74.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -22.0% | +0.1% | -22.2% | -22.1% |
| 30D | -11.6% | +10.0% | -21.7% | -13.9% |
| 3M | -14.9% | -1.6% | -13.3% | -14.7% |
| 6M | -3.5% | +10.5% | -14.1% | -6.1% |
| YTD | +70.0% | +14.3% | +55.7% | +62.8% |
| 1Y | +50.0% | +11.4% | +38.6% | +45.6% |
| All | -51.4% | +23.4% | -74.8% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling