+54.5%
ADI vs AFL
+9.8%
+44.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.1% | +5.0% |
| 7D | +4.6% | -1.6% | +6.2% | +4.1% |
| 30D | -1.2% | -4.0% | +2.9% | -2.2% |
| 3M | -7.8% | -0.5% | -7.3% | -8.4% |
| 6M | +19.3% | +6.5% | +12.8% | +17.2% |
| YTD | +40.9% | +6.2% | +34.7% | +38.4% |
| 1Y | +54.5% | +8.3% | +46.2% | +50.9% |
| All | +54.5% | +9.8% | +44.7% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling