+70.6%
VZ vs AFL
+342.1%
-271.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.4% | +2.1% | +0.3% | +1.8% |
| 30D | +11.2% | +10.6% | +0.6% | +8.4% |
| 3M | 0.0% | +4.4% | -4.4% | -1.1% |
| 6M | +1.3% | +13.1% | -11.8% | -1.8% |
| YTD | +21.3% | +16.6% | +4.6% | +16.5% |
| 1Y | +23.9% | +13.8% | +10.1% | +19.8% |
| 3Y | +57.7% | +65.7% | -8.0% | +37.9% |
| 5Y | +21.2% | +153.1% | -131.9% | -5.1% |
| 10Y | +70.6% | +335.9% | -265.3% | +20.0% |
| All | +70.6% | +342.1% | -271.5% | +20.0% |
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