+133.7%
AFL vs CAPR
+87.6%
+46.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.7% |
| 7D | -0.7% | -9.5% | +8.7% | -0.7% |
| 30D | -7.1% | +121.5% | -128.6% | -7.5% |
| 3M | +0.4% | -65.4% | +65.8% | +0.6% |
| 6M | +4.5% | -67.5% | +72.1% | +4.7% |
| YTD | +6.1% | -68.6% | +74.7% | +6.2% |
| 1Y | +10.6% | +42.7% | -32.1% | +8.5% |
| 3Y | +64.0% | +43.4% | +20.7% | +56.2% |
| 5Y | +133.7% | +86.0% | +47.7% | +113.5% |
| All | +133.7% | +87.6% | +46.2% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling