+143.6%
VLO vs AFL
+11.7%
+132.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | +22.6% | -6.2% | +28.8% | +23.7% |
| 3M | +43.8% | +2.2% | +41.6% | +42.8% |
| 6M | +65.7% | +5.3% | +60.5% | +65.0% |
| YTD | +131.1% | +8.0% | +123.1% | +128.5% |
| 1Y | +143.6% | +10.2% | +133.4% | +143.4% |
| All | +143.6% | +11.7% | +132.0% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling