+72.5%
VXUS vs AFL
+62.8%
+9.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | +0.7% | -5.4% | +6.1% | +1.5% |
| 3M | +4.8% | -0.3% | +5.0% | +4.4% |
| 6M | +11.3% | +5.2% | +6.1% | +9.6% |
| YTD | +16.5% | +5.7% | +10.8% | +14.4% |
| 1Y | +24.3% | +10.2% | +14.1% | +20.7% |
| All | +72.5% | +62.8% | +9.8% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling