+13.6%
AFL vs CAPR
+50.6%
-37.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.9% | +11.1% | +1.1% |
| 7D | +2.1% | +7.6% | -5.5% | +2.1% |
| 30D | +10.6% | +13.3% | -2.7% | +10.6% |
| 3M | +4.4% | +130.4% | -126.0% | +4.4% |
| 6M | +13.1% | -70.8% | +83.9% | +13.1% |
| YTD | +16.6% | -69.3% | +85.9% | +16.6% |
| All | +13.6% | +50.6% | -37.0% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling