+34.0%
VSH vs AFL
+62.8%
-28.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +3.5% | -2.1% | +5.7% | +3.8% |
| 30D | -4.4% | -5.4% | +1.1% | -3.7% |
| 3M | -45.8% | -0.3% | -45.6% | -46.3% |
| 6M | +90.1% | +5.2% | +84.9% | +84.6% |
| YTD | +120.3% | +5.7% | +114.6% | +113.5% |
| 1Y | +112.2% | +10.2% | +102.0% | +102.0% |
| All | +34.0% | +62.8% | -28.7% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling