+295.8%
AFL vs CASY
+453.5%
-157.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | -1.6% | -18.6% | +17.0% | +4.2% |
| 30D | -4.0% | -26.6% | +22.6% | +4.9% |
| 3M | -0.5% | -32.8% | +32.3% | +11.5% |
| 6M | +6.5% | -10.0% | +16.5% | +7.4% |
| YTD | +6.2% | +11.6% | -5.4% | -0.6% |
| 1Y | +8.3% | +11.5% | -3.2% | +1.1% |
| 3Y | +62.5% | +160.7% | -98.1% | +8.0% |
| 5Y | +136.2% | +232.4% | -96.3% | +39.7% |
| All | +295.8% | +453.5% | -157.6% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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