+62.5%
AFL vs BG
+18.0%
+44.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.9% |
| 7D | -1.6% | +3.1% | -4.8% | -1.9% |
| 30D | -4.0% | +10.2% | -14.3% | -4.9% |
| 3M | -0.5% | -1.7% | +1.2% | -0.4% |
| 6M | +6.5% | +1.0% | +5.5% | +6.2% |
| YTD | +6.2% | +39.9% | -33.7% | +1.6% |
| 1Y | +8.3% | +53.2% | -44.9% | +2.2% |
| 3Y | +62.5% | +16.3% | +46.3% | +62.5% |
| All | +62.5% | +18.0% | +44.6% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling