+112.0%
VSH vs AFL
+11.7%
+100.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +3.8% |
| 7D | +4.1% | +0.6% | +3.5% | +4.4% |
| 30D | -4.2% | -6.2% | +2.0% | -7.9% |
| 3M | -50.0% | +2.2% | -52.1% | -49.8% |
| 6M | +80.2% | +5.3% | +74.9% | +78.7% |
| YTD | +121.1% | +8.0% | +113.1% | +120.9% |
| 1Y | +112.0% | +10.2% | +101.8% | +115.4% |
| All | +112.0% | +11.7% | +100.3% | +115.4% |
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 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