+153.1%
AFL vs BURL
-14.7%
+167.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +2.1% | +5.9% | -3.8% | +1.6% |
| 30D | +10.6% | -8.3% | +18.9% | +11.3% |
| 3M | +4.4% | -31.6% | +36.0% | +7.7% |
| 6M | +13.1% | -16.6% | +29.7% | +14.5% |
| YTD | +16.6% | -12.1% | +28.7% | +17.2% |
| 1Y | +13.8% | -10.0% | +23.8% | +13.9% |
| 3Y | +65.7% | +94.3% | -28.6% | +49.1% |
| 5Y | +153.1% | -13.2% | +166.4% | +145.7% |
| All | +153.1% | -14.7% | +167.8% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling