+133.7%
AFL vs A
-14.3%
+148.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.3% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | -4.0% | -0.9% | -3.1% | -4.0% |
| 3M | -0.5% | +13.6% | -14.1% | -3.0% |
| 6M | +6.5% | +27.8% | -21.3% | +1.0% |
| YTD | +6.2% | +8.6% | -2.5% | +4.0% |
| 1Y | +8.3% | +16.9% | -8.6% | +4.1% |
| 3Y | +62.5% | +32.9% | +29.6% | +46.6% |
| All | +133.7% | -14.3% | +148.0% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling