+1,083.1%
VST vs AFL
+340.2%
+743.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.9% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | -17.1% | +9.3% | -26.4% | -20.4% |
| 3M | -4.6% | +1.0% | -5.6% | -5.5% |
| 6M | -9.1% | +11.8% | -20.9% | -14.3% |
| YTD | -16.6% | +15.3% | -32.0% | -22.8% |
| 1Y | -29.5% | +12.1% | -41.5% | -34.0% |
| 3Y | +297.5% | +65.0% | +232.6% | +203.1% |
| 5Y | +654.5% | +149.1% | +505.4% | +363.3% |
| 10Y | +1,205.2% | +340.9% | +864.3% | +567.6% |
| All | +1,083.1% | +340.2% | +743.0% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling