+13.3%
AFL vs CG
-25.8%
+39.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.8% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +8.0% | +11.2% | -3.2% | +7.7% |
| 3M | +5.9% | -22.1% | +28.0% | +6.1% |
| 6M | +11.6% | -17.9% | +29.6% | +12.0% |
| YTD | +17.5% | -31.3% | +48.8% | +17.7% |
| 1Y | +13.3% | -24.0% | +37.2% | +12.9% |
| All | +13.3% | -25.8% | +39.1% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling