+37,066.7%
VLO vs AFL
+18,542.8%
+18,523.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.9% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | +28.3% | -7.1% | +35.5% | +31.9% |
| 3M | +48.7% | +0.4% | +48.3% | +48.3% |
| 6M | +71.9% | +4.5% | +67.4% | +68.4% |
| YTD | +138.7% | +6.1% | +132.6% | +132.3% |
| 1Y | +148.5% | +10.6% | +137.9% | +137.6% |
| 3Y | +192.7% | +64.0% | +128.6% | +138.1% |
| 5Y | +601.6% | +133.7% | +467.9% | +399.1% |
| 10Y | +900.2% | +298.0% | +602.2% | +512.0% |
| All | +37,066.7% | +18,542.8% | +18,523.9% | +10,282.0% |
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