+295.8%
AFL vs A
+256.4%
+39.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.9% |
| 30D | -4.0% | -0.9% | -3.1% | -4.0% |
| 3M | -0.5% | +13.6% | -14.1% | -4.9% |
| 6M | +6.5% | +27.8% | -21.3% | -3.0% |
| YTD | +6.2% | +8.6% | -2.5% | +1.9% |
| 1Y | +8.3% | +16.9% | -8.6% | +0.7% |
| 3Y | +62.5% | +32.9% | +29.6% | +38.0% |
| 5Y | +136.2% | -14.1% | +150.3% | +136.4% |
| All | +295.8% | +256.4% | +39.4% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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