+153.1%
AFL vs APD
+12.4%
+140.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +10.6% | +11.0% | -0.5% | +7.4% |
| 3M | +4.4% | +1.3% | +3.1% | +3.9% |
| 6M | +13.1% | +6.4% | +6.8% | +10.8% |
| YTD | +16.6% | +28.9% | -12.3% | +7.4% |
| 1Y | +13.8% | +23.2% | -9.4% | +6.1% |
| 3Y | +65.7% | +26.3% | +39.3% | +50.7% |
| 5Y | +153.1% | +12.0% | +141.1% | +132.3% |
| All | +153.1% | +12.4% | +140.7% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling