+666.1%
AFL vs BR
+1,282.8%
-616.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.3% | -6.0% | +2.7% | +0.1% |
| 30D | -5.0% | -0.9% | -4.1% | -4.8% |
| 3M | -1.8% | +16.4% | -18.1% | -10.9% |
| 6M | +4.8% | -8.2% | +13.0% | +8.0% |
| YTD | +5.4% | -23.2% | +28.6% | +19.4% |
| 1Y | +9.0% | -30.9% | +39.9% | +31.1% |
| 3Y | +63.0% | -5.0% | +68.0% | +60.4% |
| 5Y | +134.5% | +8.8% | +125.7% | +105.6% |
| 10Y | +298.6% | +190.1% | +108.5% | +74.6% |
| All | +666.1% | +1,282.8% | -616.8% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling