+57.5%
VT vs AFL
+149.6%
-92.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +2.4% | +2.9% | -0.5% | +1.4% |
| 30D | -1.5% | +8.0% | -9.5% | -4.0% |
| 3M | -4.1% | +5.9% | -10.0% | -6.0% |
| 6M | +0.6% | +11.6% | -11.1% | -3.6% |
| YTD | +11.0% | +17.5% | -6.5% | +4.1% |
| 1Y | +13.3% | +13.3% | +0.1% | +7.7% |
| 3Y | +73.4% | +67.0% | +6.4% | +37.4% |
| All | +57.5% | +149.6% | -92.1% | -2.2% |
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