+61.4%
AFL vs A
+28.1%
+33.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -3.3% | -4.6% | +1.3% | -2.9% |
| 30D | -5.0% | -4.3% | -0.7% | -4.7% |
| 3M | -1.8% | +8.9% | -10.7% | -2.7% |
| 6M | +4.8% | +24.5% | -19.7% | +2.2% |
| YTD | +5.4% | +5.8% | -0.4% | +4.9% |
| 1Y | +9.0% | +16.2% | -7.2% | +6.8% |
| All | +61.4% | +28.1% | +33.3% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling