+13.6%
AFL vs BURL
-9.9%
+23.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +2.1% | +5.9% | -3.8% | +2.0% |
| 30D | +10.6% | -8.3% | +18.9% | +10.5% |
| 3M | +4.4% | -31.6% | +36.0% | +4.5% |
| 6M | +13.1% | -16.6% | +29.7% | +13.6% |
| YTD | +16.6% | -12.1% | +28.7% | +17.1% |
| All | +13.6% | -9.9% | +23.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling