+192.7%
VSH vs AFL
+303.3%
-110.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.7% |
| 7D | +4.8% | -1.6% | +6.4% | +5.8% |
| 30D | -0.7% | -4.0% | +3.3% | +1.6% |
| 3M | -43.1% | -0.5% | -42.5% | -43.6% |
| 6M | +91.8% | +6.5% | +85.3% | +80.9% |
| YTD | +131.6% | +6.2% | +125.4% | +118.6% |
| 1Y | +118.1% | +8.3% | +109.8% | +102.1% |
| 3Y | +40.9% | +62.5% | -21.6% | -2.6% |
| 5Y | +75.8% | +136.2% | -60.4% | -7.9% |
| All | +192.7% | +303.3% | -110.5% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling