+63.4%
VSH vs AFL
+18.6%
+44.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -4.3% |
| 7D | -13.6% | +2.9% | -16.6% | -11.6% |
| 30D | -30.4% | +11.5% | -41.8% | -24.2% |
| 3M | -33.3% | +0.6% | -33.9% | -32.0% |
| 6M | -15.1% | +11.7% | -26.8% | -10.4% |
| YTD | +80.2% | +15.4% | +64.8% | +88.6% |
| 1Y | +63.4% | +17.6% | +45.8% | +73.8% |
| All | +63.4% | +18.6% | +44.8% | +73.8% |
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