+3,173.1%
VMC vs AFL
+18,542.8%
-15,369.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -9.1% | -7.1% | -2.0% | -6.8% |
| 3M | -4.1% | +0.4% | -4.6% | -4.5% |
| 6M | -5.5% | +4.5% | -10.1% | -7.2% |
| YTD | -8.9% | +6.1% | -15.0% | -11.2% |
| 1Y | -12.9% | +10.6% | -23.5% | -16.4% |
| 3Y | +22.1% | +64.0% | -41.9% | +1.1% |
| 5Y | +52.7% | +133.7% | -81.0% | +11.8% |
| 10Y | +152.7% | +298.0% | -145.3% | +53.0% |
| All | +3,173.1% | +18,542.8% | -15,369.7% | +963.4% |
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 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