+299.5%
AFL vs CAPR
-77.3%
+376.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | -0.3% |
| 7D | -2.1% | -12.6% | +10.5% | -2.0% |
| 30D | -5.4% | +124.4% | -129.8% | -6.7% |
| 3M | -0.3% | -66.8% | +66.5% | +0.2% |
| 6M | +5.2% | -71.8% | +77.0% | +5.9% |
| YTD | +5.7% | -70.1% | +75.7% | +6.2% |
| 1Y | +10.2% | +33.3% | -23.1% | +4.9% |
| 3Y | +63.4% | +36.7% | +26.7% | +50.7% |
| 5Y | +133.0% | +72.5% | +60.6% | +110.7% |
| 10Y | +299.5% | -77.3% | +376.8% | +239.2% |
| All | +299.5% | -77.3% | +376.8% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling