+133.0%
AFL vs APD
+25.2%
+107.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | -2.1% | -4.6% | +2.5% | -0.8% |
| 30D | -5.4% | -4.2% | -1.2% | -4.3% |
| 3M | -0.3% | +5.0% | -5.2% | -1.9% |
| 6M | +5.2% | +8.9% | -3.7% | +2.2% |
| YTD | +5.7% | +21.9% | -16.2% | -1.1% |
| 1Y | +10.2% | +5.6% | +4.7% | +7.5% |
| 3Y | +63.4% | +6.9% | +56.5% | +57.1% |
| 5Y | +133.0% | +25.3% | +107.7% | +91.2% |
| All | +133.0% | +25.2% | +107.8% | +91.2% |
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