+64.0%
AFL vs APD
+10.0%
+54.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.3% |
| 30D | -7.1% | -1.9% | -5.2% | -6.8% |
| 3M | +0.4% | +8.2% | -7.8% | -1.3% |
| 6M | +4.5% | +10.7% | -6.2% | +2.1% |
| YTD | +6.1% | +22.9% | -16.9% | +1.0% |
| 1Y | +10.6% | +5.8% | +4.8% | +8.8% |
| 3Y | +64.0% | +7.8% | +56.2% | +61.0% |
| All | +64.0% | +10.0% | +54.0% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling