+291.0%
AFL vs ACI
+25.9%
+265.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -6.2% | +5.9% | -12.1% | -6.7% |
| 3M | +2.2% | -19.8% | +22.0% | +4.0% |
| 6M | +5.3% | -24.7% | +30.0% | +7.7% |
| YTD | +8.0% | -24.4% | +32.3% | +10.3% |
| 1Y | +10.2% | -31.5% | +41.7% | +13.6% |
| 3Y | +67.1% | -38.7% | +105.8% | +73.7% |
| 5Y | +135.6% | -42.8% | +178.4% | +143.5% |
| All | +291.0% | +25.9% | +265.1% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling