+442.2%
AFL vs BURL
+987.9%
-545.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | +2.2% | +3.5% | -1.3% | +1.4% |
| 30D | +11.1% | -9.3% | +20.4% | +13.1% |
| 3M | +1.0% | -32.1% | +33.2% | +8.5% |
| 6M | +11.4% | -19.8% | +31.2% | +15.1% |
| YTD | +16.3% | -13.2% | +29.5% | +17.7% |
| 1Y | +15.9% | -7.8% | +23.7% | +15.3% |
| 3Y | +63.6% | +89.3% | -25.7% | +32.9% |
| 5Y | +149.1% | -15.8% | +164.9% | +135.9% |
| 10Y | +364.2% | +262.2% | +102.0% | +231.4% |
| All | +442.2% | +987.9% | -545.8% | +255.4% |
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