+1,238.2%
VST vs AFL
+304.8%
+933.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.4% |
| 7D | +9.9% | -0.7% | +10.6% | +10.2% |
| 30D | +7.9% | -7.1% | +15.0% | +11.2% |
| 3M | +3.4% | +0.4% | +3.0% | +2.6% |
| 6M | -4.1% | +4.5% | -8.6% | -6.8% |
| YTD | -5.7% | +6.1% | -11.8% | -9.2% |
| 1Y | -18.9% | +10.6% | -29.4% | -23.8% |
| 3Y | +359.1% | +64.0% | +295.0% | +250.3% |
| 5Y | +766.9% | +133.7% | +633.1% | +447.9% |
| All | +1,238.2% | +304.8% | +933.4% | +608.0% |
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