+64.0%
AFL vs CASY
+209.8%
-145.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -1.3% |
| 7D | -0.7% | -4.4% | +3.6% | -0.1% |
| 30D | -7.1% | -12.0% | +4.9% | -5.4% |
| 3M | +0.4% | -2.3% | +2.8% | +0.3% |
| 6M | +4.5% | +10.5% | -6.0% | +2.0% |
| YTD | +6.1% | +33.0% | -27.0% | +0.2% |
| 1Y | +10.6% | +41.1% | -30.6% | +3.2% |
| 3Y | +64.0% | +207.5% | -143.5% | +37.7% |
| All | +64.0% | +209.8% | -145.8% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling