+299.5%
AFL vs APD
+162.9%
+136.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | -2.1% | -4.6% | +2.5% | -0.1% |
| 30D | -5.4% | -4.2% | -1.2% | -3.7% |
| 3M | -0.3% | +5.0% | -5.2% | -2.9% |
| 6M | +5.2% | +8.9% | -3.7% | +0.5% |
| YTD | +5.7% | +21.9% | -16.2% | -4.6% |
| 1Y | +10.2% | +5.6% | +4.7% | +5.7% |
| 3Y | +63.4% | +6.9% | +56.5% | +50.8% |
| 5Y | +133.0% | +25.3% | +107.7% | +91.3% |
| 10Y | +299.5% | +169.1% | +130.5% | +119.0% |
| All | +299.5% | +162.9% | +136.6% | +119.0% |
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