+153.1%
AFL vs CASY
+254.7%
-101.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +2.1% | +5.0% | -2.9% | +1.2% |
| 30D | +10.6% | +8.2% | +2.4% | +8.9% |
| 3M | +4.4% | -18.2% | +22.6% | +8.2% |
| 6M | +13.1% | -18.6% | +31.7% | +16.9% |
| YTD | +16.6% | +26.8% | -10.2% | +8.6% |
| 1Y | +13.8% | +31.6% | -17.8% | +4.9% |
| 3Y | +65.7% | +156.5% | -90.9% | +26.9% |
| 5Y | +153.1% | +258.6% | -105.5% | +71.0% |
| All | +153.1% | +254.7% | -101.6% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling