+2.7%
AA vs AFL
+131.0%
-128.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.6% |
| 7D | -5.4% | -3.3% | -2.1% | -3.5% |
| 30D | -10.7% | -5.0% | -5.7% | -8.2% |
| 3M | -26.2% | -1.8% | -24.4% | -26.2% |
| 6M | -20.9% | +4.8% | -25.8% | -25.1% |
| YTD | -8.6% | +5.4% | -14.1% | -14.5% |
| 1Y | +57.4% | +9.0% | +48.4% | +42.7% |
| 3Y | +77.8% | +63.0% | +14.8% | +6.4% |
| 5Y | +2.7% | +134.5% | -131.8% | -59.3% |
| All | +2.7% | +131.0% | -128.3% | -59.3% |
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