+219.8%
VT vs AFL
+348.2%
-128.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | -2.6% | +9.3% | -11.9% | -6.0% |
| 3M | -3.2% | +1.0% | -4.2% | -3.8% |
| 6M | +0.9% | +11.8% | -10.9% | -4.0% |
| YTD | +11.3% | +15.3% | -4.0% | +4.2% |
| 1Y | +14.0% | +12.1% | +2.0% | +8.0% |
| 3Y | +75.8% | +65.0% | +10.9% | +39.3% |
| 5Y | +57.8% | +149.1% | -91.3% | +3.5% |
| 10Y | +219.8% | +340.9% | -121.1% | +69.7% |
| All | +219.8% | +348.2% | -128.4% | +69.7% |
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 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