+1,057.6%
AFL vs AGI
+5,453.2%
-4,395.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -2.1% | +2.2% | -4.3% | -2.2% |
| 30D | -5.4% | +11.3% | -16.7% | -5.9% |
| 3M | -0.3% | +5.6% | -5.9% | -0.7% |
| 6M | +5.2% | -27.7% | +32.9% | +6.4% |
| YTD | +5.7% | -4.1% | +9.8% | +5.2% |
| 1Y | +10.2% | +13.8% | -3.6% | +8.6% |
| 3Y | +63.4% | +217.0% | -153.6% | +52.3% |
| 5Y | +133.0% | +404.3% | -271.3% | +111.0% |
| 10Y | +299.5% | +400.5% | -101.0% | +251.5% |
| All | +1,057.6% | +5,453.2% | -4,395.6% | +757.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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