+32.1%
VSH vs AFL
+67.6%
-35.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.2% |
| 7D | +14.3% | +2.9% | +11.5% | +14.3% |
| 30D | -7.9% | +8.0% | -15.8% | -8.2% |
| 3M | -19.9% | +5.9% | -25.8% | -19.9% |
| 6M | -30.5% | +11.6% | -42.2% | -31.8% |
| YTD | +85.7% | +17.5% | +68.1% | +79.0% |
| 1Y | +98.9% | +13.3% | +85.7% | +93.9% |
| 3Y | +32.1% | +67.0% | -34.9% | +23.2% |
| All | +32.1% | +67.6% | -35.6% | +23.2% |
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