+65.6%
AFL vs CG
+44.9%
+20.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | 0.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.3% |
| 30D | +8.6% | +5.7% | +3.0% | +7.9% |
| 3M | +5.3% | -17.9% | +23.2% | +7.3% |
| 6M | +10.0% | -20.2% | +30.2% | +12.4% |
| YTD | +16.5% | -32.0% | +48.5% | +20.9% |
| 1Y | +12.7% | -27.0% | +39.7% | +15.7% |
| All | +65.6% | +44.9% | +20.7% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling