+654.5%
VST vs AFL
+148.4%
+506.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -17.1% | +9.3% | -26.4% | -19.2% |
| 3M | -4.6% | +1.0% | -5.6% | -5.1% |
| 6M | -9.1% | +11.8% | -20.9% | -12.7% |
| YTD | -16.6% | +15.3% | -32.0% | -21.0% |
| 1Y | -29.5% | +12.1% | -41.5% | -32.6% |
| 3Y | +297.5% | +65.0% | +232.6% | +217.2% |
| 5Y | +654.5% | +149.1% | +505.4% | +369.7% |
| All | +654.5% | +148.4% | +506.1% | +369.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling