+1,245.4%
VUG vs AFL
+940.6%
+304.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -1.4% | -7.1% | +5.7% | +0.8% |
| 3M | +2.3% | +0.4% | +1.9% | +1.9% |
| 6M | +15.7% | +4.5% | +11.1% | +13.5% |
| YTD | +8.6% | +6.1% | +2.6% | +5.9% |
| 1Y | +14.1% | +10.6% | +3.5% | +9.5% |
| 3Y | +87.9% | +64.0% | +23.9% | +57.0% |
| 5Y | +76.3% | +133.7% | -57.4% | +30.8% |
| 10Y | +409.7% | +298.0% | +111.6% | +207.9% |
| All | +1,245.4% | +940.6% | +304.8% | +473.5% |
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 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