+46.8%
VMC vs AFL
+131.0%
-84.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -3.7% | -3.3% | -0.4% | -2.3% |
| 30D | -12.8% | -5.0% | -7.8% | -10.9% |
| 3M | -7.9% | -1.8% | -6.2% | -7.4% |
| 6M | -7.5% | +4.8% | -12.4% | -9.9% |
| YTD | -11.6% | +5.4% | -17.1% | -14.4% |
| 1Y | -14.3% | +9.0% | -23.2% | -18.5% |
| 3Y | +18.5% | +63.0% | -44.5% | -12.5% |
| 5Y | +46.8% | +134.5% | -87.7% | -16.5% |
| All | +46.8% | +131.0% | -84.2% | -16.5% |
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