+1,636.0%
VSH vs AFL
+18,874.6%
-17,238.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.8% |
| 7D | +4.1% | +0.6% | +3.5% | +3.8% |
| 30D | -4.2% | -6.2% | +2.0% | -1.7% |
| 3M | -50.0% | +2.2% | -52.1% | -50.9% |
| 6M | +80.2% | +5.3% | +74.9% | +74.4% |
| YTD | +121.1% | +8.0% | +113.1% | +111.6% |
| 1Y | +112.0% | +10.2% | +101.8% | +100.4% |
| 3Y | +22.5% | +67.1% | -44.5% | -3.8% |
| 5Y | +64.0% | +135.6% | -71.5% | +11.2% |
| 10Y | +170.4% | +299.4% | -129.0% | +48.6% |
| All | +1,636.0% | +18,874.6% | -17,238.7% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling