+377.4%
VT vs AFL
+476.3%
-98.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.4% | +0.6% | -0.1% | +0.2% |
| 30D | +1.0% | -6.2% | +7.2% | +3.3% |
| 3M | +2.4% | +2.2% | +0.2% | +1.2% |
| 6M | +12.0% | +5.3% | +6.7% | +9.4% |
| YTD | +15.3% | +8.0% | +7.4% | +11.4% |
| 1Y | +22.6% | +10.2% | +12.3% | +17.2% |
| 3Y | +74.7% | +67.1% | +7.6% | +41.1% |
| 5Y | +66.1% | +135.6% | -69.4% | +17.2% |
| 10Y | +225.0% | +299.4% | -74.4% | +81.2% |
| All | +377.4% | +476.3% | -98.9% | +109.7% |
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