+2,260.0%
VGT vs AFL
+936.8%
+1,323.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.5% | -2.1% | +3.6% | +2.2% |
| 30D | +0.5% | -5.4% | +6.0% | +2.3% |
| 3M | +5.3% | -0.3% | +5.5% | +4.9% |
| 6M | +32.4% | +5.2% | +27.2% | +29.5% |
| YTD | +28.6% | +5.7% | +22.9% | +25.2% |
| 1Y | +37.6% | +10.2% | +27.4% | +31.8% |
| 3Y | +125.5% | +63.4% | +62.1% | +86.8% |
| 5Y | +135.2% | +133.0% | +2.2% | +72.3% |
| 10Y | +812.9% | +299.5% | +513.4% | +441.5% |
| All | +2,260.0% | +936.8% | +1,323.2% | +865.6% |
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 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