+340.9%
AFL vs BURL
+261.4%
+79.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | 0.0% |
| 7D | +0.5% | +7.7% | -7.2% | -1.1% |
| 30D | +9.3% | -7.1% | +16.5% | +10.8% |
| 3M | +1.0% | -30.3% | +31.3% | +8.5% |
| 6M | +11.8% | -15.5% | +27.4% | +14.6% |
| YTD | +15.3% | -11.0% | +26.3% | +16.1% |
| 1Y | +12.1% | -8.4% | +20.5% | +11.6% |
| 3Y | +65.0% | +96.7% | -31.7% | +29.3% |
| 5Y | +149.1% | -14.1% | +163.2% | +136.2% |
| 10Y | +340.9% | +255.1% | +85.8% | +220.7% |
| All | +340.9% | +261.4% | +79.5% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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