+10.2%
AFL vs CASY
+22.7%
-12.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.9% | +0.9% |
| 7D | -2.1% | -16.5% | +14.4% | -0.6% |
| 30D | -5.4% | -26.4% | +21.0% | -2.9% |
| 3M | -0.3% | -17.3% | +17.0% | +1.2% |
| 6M | +5.2% | -5.2% | +10.4% | +4.7% |
| YTD | +5.7% | +14.1% | -8.4% | +3.3% |
| 1Y | +10.2% | +16.6% | -6.4% | +7.1% |
| All | +10.2% | +22.7% | -12.5% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling