+924.9%
VLO vs AFL
+303.3%
+621.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.7% |
| 7D | +5.3% | -1.6% | +7.0% | +6.6% |
| 30D | +18.2% | -4.0% | +22.3% | +22.0% |
| 3M | +53.3% | -0.5% | +53.8% | +53.2% |
| 6M | +70.4% | +6.5% | +63.9% | +60.3% |
| YTD | +143.4% | +6.2% | +137.2% | +128.7% |
| 1Y | +153.0% | +8.3% | +144.7% | +133.0% |
| 3Y | +195.0% | +62.5% | +132.4% | +83.5% |
| 5Y | +618.8% | +136.2% | +482.6% | +210.2% |
| All | +924.9% | +303.3% | +621.6% | +211.6% |
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