-33.3%
VST vs AFL
+11.8%
-45.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.3% | +9.4% |
| 7D | -9.8% | +0.1% | -9.9% | -9.6% |
| 30D | -25.1% | +10.0% | -35.2% | -20.9% |
| 3M | -11.6% | -1.6% | -10.0% | -11.6% |
| 6M | -20.9% | +10.5% | -31.4% | -16.5% |
| YTD | -22.3% | +14.3% | -36.6% | -15.4% |
| All | -33.3% | +11.8% | -45.1% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling