+1,116.3%
VST vs AFL
+344.0%
+772.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.3% | +11.3% |
| 7D | -9.8% | +0.1% | -9.9% | -10.0% |
| 30D | -25.1% | +10.0% | -35.2% | -28.4% |
| 3M | -11.6% | -1.6% | -10.0% | -11.5% |
| 6M | -20.9% | +10.5% | -31.4% | -25.1% |
| YTD | -22.3% | +14.3% | -36.6% | -27.8% |
| 1Y | -32.0% | +11.4% | -43.4% | -36.2% |
| 3Y | +262.4% | +62.4% | +200.0% | +177.9% |
| 5Y | +563.4% | +144.8% | +418.6% | +309.6% |
| All | +1,116.3% | +344.0% | +772.3% | +528.6% |
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