+403.4%
AFL vs BURL
+1,051.1%
-647.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | +0.6% | -2.8% | +3.4% | +1.1% |
| 30D | -6.2% | -28.2% | +22.0% | 0.0% |
| 3M | +2.2% | -17.6% | +19.8% | +5.7% |
| 6M | +5.3% | -11.8% | +17.0% | +6.8% |
| YTD | +8.0% | -8.1% | +16.1% | +8.4% |
| 1Y | +10.2% | -12.0% | +22.2% | +10.9% |
| 3Y | +67.1% | +63.3% | +3.8% | +41.0% |
| 5Y | +135.6% | -10.8% | +146.4% | +120.9% |
| 10Y | +299.4% | +215.9% | +83.5% | +189.5% |
| All | +403.4% | +1,051.1% | -647.7% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling