+284.6%
AFL vs ACI
+21.2%
+263.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -1.6% | -3.7% | +2.1% | -1.3% |
| 30D | -4.0% | +0.6% | -4.6% | -4.1% |
| 3M | -0.5% | -20.3% | +19.8% | +1.3% |
| 6M | +6.5% | -24.7% | +31.2% | +8.9% |
| YTD | +6.2% | -27.2% | +33.4% | +8.8% |
| 1Y | +8.3% | -32.7% | +41.0% | +11.8% |
| 3Y | +62.5% | -43.9% | +106.4% | +70.3% |
| 5Y | +136.2% | -38.9% | +175.0% | +144.1% |
| All | +284.6% | +21.2% | +263.4% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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