+67.0%
AFL vs BURL
+87.4%
-20.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +1.0% |
| 7D | +2.9% | -1.6% | +4.4% | +2.9% |
| 30D | +8.0% | -7.7% | +15.7% | +8.3% |
| 3M | +5.9% | -31.7% | +37.6% | +7.6% |
| 6M | +11.6% | -15.2% | +26.8% | +12.3% |
| YTD | +17.5% | -15.9% | +33.5% | +18.1% |
| 1Y | +13.3% | -14.2% | +27.5% | +13.6% |
| 3Y | +67.0% | +93.5% | -26.5% | +62.6% |
| All | +67.0% | +87.4% | -20.4% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling