+291.9%
AA vs AFL
+18,874.6%
-18,582.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.7% | +0.6% | -1.3% | -1.0% |
| 30D | +5.0% | -6.2% | +11.2% | +7.7% |
| 3M | -35.8% | +2.2% | -38.0% | -37.0% |
| 6M | -18.4% | +5.3% | -23.7% | -21.1% |
| YTD | -5.5% | +8.0% | -13.4% | -10.1% |
| 1Y | +61.0% | +10.2% | +50.7% | +51.1% |
| 3Y | +66.2% | +67.1% | -0.9% | +27.2% |
| 5Y | +11.4% | +135.6% | -124.2% | -26.1% |
| 10Y | +116.9% | +299.4% | -182.5% | +18.0% |
| All | +291.9% | +18,874.6% | -18,582.8% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling