+117.0%
AA vs AFL
+303.3%
-186.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | -3.4% | -1.6% | -1.8% | -2.2% |
| 30D | -5.8% | -4.0% | -1.7% | -3.2% |
| 3M | -29.9% | -0.5% | -29.4% | -30.5% |
| 6M | -27.0% | +6.5% | -33.5% | -32.2% |
| YTD | -8.7% | +6.2% | -14.9% | -15.7% |
| 1Y | +50.6% | +8.3% | +42.4% | +35.9% |
| 3Y | +74.1% | +62.5% | +11.5% | +6.0% |
| 5Y | +2.6% | +136.2% | -133.6% | -55.0% |
| All | +117.0% | +303.3% | -186.3% | -33.6% |
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