+299.5%
AFL vs AR
+43.0%
+256.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | -5.4% | +5.5% | -11.0% | -6.1% |
| 3M | -0.3% | +12.9% | -13.1% | -1.9% |
| 6M | +5.2% | +0.1% | +5.1% | +4.7% |
| YTD | +5.7% | +13.5% | -7.8% | +3.3% |
| 1Y | +10.2% | +21.6% | -11.3% | +6.4% |
| 3Y | +63.4% | +46.0% | +17.5% | +51.1% |
| 5Y | +133.0% | +143.7% | -10.7% | +94.6% |
| 10Y | +299.5% | +44.3% | +255.2% | +167.0% |
| All | +299.5% | +43.0% | +256.5% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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