+77.6%
AFL vs AS
+123.4%
-45.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +2.9% | -4.9% | +7.7% | +3.0% |
| 30D | +8.0% | +3.9% | +4.1% | +7.8% |
| 3M | +5.9% | -9.6% | +15.5% | +6.1% |
| 6M | +11.6% | -8.7% | +20.3% | +11.8% |
| YTD | +17.5% | -19.8% | +37.4% | +18.0% |
| 1Y | +13.3% | -1.5% | +14.8% | +12.7% |
| All | +77.6% | +123.4% | -45.9% | +73.1% |
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