-18.9%
VST vs AFL
+10.6%
-29.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +0.7% |
| 7D | +9.9% | -0.7% | +10.6% | +9.4% |
| 30D | +7.9% | -7.1% | +15.0% | +3.7% |
| 3M | +3.4% | +0.4% | +3.0% | +3.9% |
| 6M | -4.1% | +4.5% | -8.6% | -2.0% |
| YTD | -5.7% | +6.1% | -11.8% | -1.6% |
| 1Y | -18.9% | +10.6% | -29.4% | -12.9% |
| All | -18.9% | +10.6% | -29.5% | -12.9% |
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