+61.8%
AFL vs ACI
-45.1%
+106.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -2.1% | -5.0% | +2.9% | -1.6% |
| 30D | -5.4% | -2.3% | -3.1% | -5.2% |
| 3M | -0.3% | -23.2% | +22.9% | +2.2% |
| 6M | +5.2% | -29.5% | +34.7% | +8.8% |
| YTD | +5.7% | -28.6% | +34.3% | +8.8% |
| 1Y | +10.2% | -34.0% | +44.3% | +14.9% |
| All | +61.8% | -45.1% | +106.8% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling