+76.9%
AFL vs AS
+131.9%
-55.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | +1.4% | -3.0% | +4.5% | +1.5% |
| 30D | +9.7% | +9.6% | +0.1% | +9.4% |
| 3M | +5.5% | -8.2% | +13.7% | +5.7% |
| 6M | +11.2% | -9.9% | +21.1% | +11.4% |
| YTD | +17.1% | -16.8% | +33.9% | +17.4% |
| 1Y | +14.0% | +3.0% | +11.1% | +13.3% |
| All | +76.9% | +131.9% | -55.1% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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