+54.3%
VXUS vs AFL
+133.0%
-78.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | +0.7% | -5.4% | +6.1% | +2.2% |
| 3M | +4.8% | -0.3% | +5.0% | +4.4% |
| 6M | +11.3% | +5.2% | +6.1% | +8.8% |
| YTD | +16.5% | +5.7% | +10.8% | +13.5% |
| 1Y | +24.3% | +10.2% | +14.1% | +19.1% |
| 3Y | +74.5% | +63.4% | +11.1% | +41.0% |
| 5Y | +54.3% | +133.0% | -78.7% | +3.5% |
| All | +54.3% | +133.0% | -78.7% | +3.5% |
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