+750.7%
AFL vs CAPR
-98.9%
+849.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.1% | +0.1% |
| 7D | +1.4% | +25.8% | -24.3% | +1.1% |
| 30D | +9.7% | +50.2% | -40.5% | +9.0% |
| 3M | +5.5% | +185.5% | -180.0% | +3.8% |
| 6M | +11.2% | -64.8% | +76.0% | +11.5% |
| YTD | +17.1% | -61.1% | +78.2% | +17.1% |
| 1Y | +14.0% | +81.0% | -66.9% | +8.5% |
| 3Y | +66.3% | +300.7% | -234.4% | +53.0% |
| 5Y | +152.7% | +223.3% | -70.7% | +131.1% |
| 10Y | +341.3% | -58.8% | +400.1% | +286.0% |
| All | +750.7% | -98.9% | +849.6% | +612.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling