+64.4%
VZ vs AFL
+297.3%
-232.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -1.0% | -2.1% | +1.2% | -0.4% |
| 30D | +5.8% | -5.4% | +11.2% | +7.2% |
| 3M | +10.5% | -0.3% | +10.8% | +10.6% |
| 6M | +1.8% | +5.2% | -3.4% | +0.4% |
| YTD | +28.3% | +5.7% | +22.6% | +26.3% |
| 1Y | +22.0% | +10.2% | +11.7% | +18.7% |
| 3Y | +81.8% | +63.4% | +18.4% | +59.5% |
| 5Y | +25.3% | +133.0% | -107.7% | +0.1% |
| 10Y | +64.4% | +299.5% | -235.1% | +16.4% |
| All | +64.4% | +297.3% | -232.9% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling