+84.5%
VTR vs AFL
+133.8%
-49.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.3% | -1.6% | +1.3% | +0.4% |
| 30D | +1.1% | -4.0% | +5.1% | +2.8% |
| 3M | +7.9% | -0.5% | +8.4% | +8.1% |
| 6M | +6.2% | +6.5% | -0.4% | +3.2% |
| YTD | +17.7% | +6.2% | +11.6% | +14.4% |
| 1Y | +32.9% | +8.3% | +24.6% | +27.8% |
| 3Y | +129.7% | +62.5% | +67.1% | +80.6% |
| All | +84.5% | +133.8% | -49.3% | +14.5% |
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