+1,544.8%
AFL vs A
+543.3%
+1,001.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | +2.9% | -0.5% | +3.3% | +3.0% |
| 30D | +8.0% | 0.0% | +8.0% | +7.8% |
| 3M | +5.9% | +16.7% | -10.8% | +1.3% |
| 6M | +11.6% | +54.8% | -43.2% | -1.7% |
| YTD | +17.5% | +28.8% | -11.3% | +8.1% |
| 1Y | +13.3% | +19.3% | -6.0% | +6.2% |
| 3Y | +67.0% | +65.5% | +1.5% | +40.1% |
| 5Y | +150.6% | +12.1% | +138.6% | +129.6% |
| 10Y | +343.1% | +305.4% | +37.7% | +185.8% |
| All | +1,544.8% | +543.3% | +1,001.6% | +706.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling