+153.0%
VLO vs AFL
+9.8%
+143.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +5.3% | -1.6% | +7.0% | +5.6% |
| 30D | +18.2% | -4.0% | +22.3% | +19.0% |
| 3M | +53.3% | -0.5% | +53.8% | +52.8% |
| 6M | +70.4% | +6.5% | +63.9% | +68.7% |
| YTD | +143.4% | +6.2% | +137.2% | +140.4% |
| 1Y | +153.0% | +8.3% | +144.7% | +151.4% |
| All | +153.0% | +9.8% | +143.2% | +151.4% |
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