-9.5%
VMC vs AFL
+11.7%
-21.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -4.3% | +0.6% | -4.9% | -4.4% |
| 30D | -8.2% | -6.2% | -2.1% | -7.7% |
| 3M | -7.0% | +2.2% | -9.2% | -7.1% |
| 6M | -10.8% | +5.3% | -16.0% | -11.6% |
| YTD | -7.4% | +8.0% | -15.3% | -8.4% |
| 1Y | -9.5% | +10.2% | -19.7% | -10.3% |
| All | -9.5% | +11.7% | -21.2% | -10.3% |
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