+65.6%
VSH vs AFL
+131.0%
-65.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +3.1% | -3.3% | +6.4% | +4.3% |
| 30D | -5.7% | -5.0% | -0.7% | -4.1% |
| 3M | -42.5% | -1.8% | -40.7% | -42.7% |
| 6M | +82.7% | +4.8% | +77.8% | +75.9% |
| YTD | +118.2% | +5.4% | +112.8% | +109.4% |
| 1Y | +109.7% | +9.0% | +100.7% | +97.1% |
| 3Y | +35.3% | +63.0% | -27.7% | +1.1% |
| 5Y | +65.6% | +134.5% | -68.9% | -7.5% |
| All | +65.6% | +131.0% | -65.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling