+321.7%
VWO vs AFL
+871.6%
-549.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.8% | -1.6% | -0.1% | -1.1% |
| 30D | -0.1% | -4.0% | +3.9% | +1.5% |
| 3M | +2.2% | -0.5% | +2.7% | +2.1% |
| 6M | +8.8% | +6.5% | +2.2% | +5.2% |
| YTD | +12.4% | +6.2% | +6.2% | +8.7% |
| 1Y | +15.6% | +8.3% | +7.3% | +10.6% |
| 3Y | +62.5% | +62.5% | 0.0% | +28.1% |
| 5Y | +34.3% | +136.2% | -101.9% | -11.3% |
| 10Y | +114.8% | +301.4% | -186.6% | +5.3% |
| All | +321.7% | +871.6% | -549.9% | +38.7% |
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