+144.8%
AFL vs BURL
-17.2%
+162.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +0.1% | +4.1% | -3.9% | -0.2% |
| 30D | +10.0% | -9.5% | +19.5% | +10.9% |
| 3M | -1.6% | -33.5% | +32.0% | +1.9% |
| 6M | +10.5% | -22.1% | +32.6% | +12.5% |
| YTD | +14.3% | -14.6% | +28.8% | +15.1% |
| 1Y | +11.4% | -8.4% | +19.8% | +11.2% |
| 3Y | +62.4% | +86.6% | -24.1% | +46.9% |
| All | +144.8% | -17.2% | +162.0% | +137.7% |
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