+295.8%
AFL vs CG
+314.7%
-18.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -1.6% | -9.9% | +8.2% | +1.4% |
| 30D | -4.0% | -11.7% | +7.6% | -0.7% |
| 3M | -0.5% | -4.3% | +3.8% | +0.1% |
| 6M | +6.5% | -8.8% | +15.3% | +8.1% |
| YTD | +6.2% | -26.9% | +33.0% | +14.5% |
| 1Y | +8.3% | -35.4% | +43.7% | +20.9% |
| 3Y | +62.5% | +43.0% | +19.5% | +29.5% |
| 5Y | +136.2% | +1.9% | +134.3% | +102.8% |
| All | +295.8% | +314.7% | -18.9% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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