-44.6%
VG vs AFL
+26.9%
-71.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +14.0% | +2.9% | +11.1% | +13.3% |
| 30D | -1.0% | +8.0% | -8.9% | -2.9% |
| 3M | -2.7% | +5.9% | -8.6% | -4.1% |
| 6M | +1.5% | +11.6% | -10.2% | -1.4% |
| YTD | +93.7% | +17.5% | +76.2% | +84.5% |
| 1Y | +68.5% | +13.3% | +55.3% | +63.7% |
| All | -44.6% | +26.9% | -71.5% | -47.6% |
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 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