+341.3%
AFL vs APD
+187.5%
+153.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.9% |
| 30D | +9.7% | +11.0% | -1.3% | +4.8% |
| 3M | +5.5% | +2.6% | +3.0% | +4.2% |
| 6M | +11.2% | +4.8% | +6.4% | +8.2% |
| YTD | +17.1% | +31.0% | -13.9% | +2.4% |
| 1Y | +14.0% | +23.4% | -9.3% | +2.1% |
| 3Y | +66.3% | +28.4% | +37.9% | +41.0% |
| 5Y | +152.7% | +15.2% | +137.5% | +120.9% |
| 10Y | +341.3% | +190.7% | +150.6% | +134.9% |
| All | +341.3% | +187.5% | +153.8% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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