+382.8%
VNQ vs AFL
+862.7%
-479.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -2.6% | -3.3% | +0.7% | -1.0% |
| 30D | -2.3% | -5.0% | +2.6% | +0.1% |
| 3M | -2.8% | -1.8% | -1.0% | -2.1% |
| 6M | +2.5% | +4.8% | -2.3% | -0.3% |
| YTD | +8.4% | +5.4% | +3.0% | +5.0% |
| 1Y | +6.8% | +9.0% | -2.2% | +1.4% |
| 3Y | +29.9% | +63.0% | -33.1% | -1.7% |
| 5Y | +7.2% | +134.5% | -127.3% | -33.9% |
| 10Y | +62.5% | +298.6% | -236.1% | -28.6% |
| All | +382.8% | +862.7% | -479.9% | +28.9% |
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