+609.6%
VLO vs AFL
+131.0%
+478.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.0% | -3.3% | +7.3% | +5.7% |
| 30D | +19.0% | -5.0% | +24.0% | +22.0% |
| 3M | +50.0% | -1.8% | +51.7% | +50.8% |
| 6M | +79.1% | +4.8% | +74.3% | +73.6% |
| YTD | +140.3% | +5.4% | +134.8% | +131.8% |
| 1Y | +148.3% | +9.0% | +139.3% | +134.7% |
| 3Y | +194.6% | +63.0% | +131.6% | +111.5% |
| 5Y | +609.6% | +134.5% | +475.1% | +264.2% |
| All | +609.6% | +131.0% | +478.6% | +264.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling