+175.9%
AFL vs COMP
-49.2%
+225.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.7% | +0.7% |
| 7D | +0.5% | +14.5% | -14.0% | 0.0% |
| 30D | +9.3% | +14.9% | -5.6% | +8.7% |
| 3M | +1.0% | -14.2% | +15.2% | +1.4% |
| 6M | +11.8% | +23.7% | -11.9% | +10.6% |
| YTD | +15.3% | +2.1% | +13.2% | +14.4% |
| 1Y | +12.1% | +26.2% | -14.1% | +10.1% |
| 3Y | +65.0% | +470.9% | -405.9% | +49.4% |
| 5Y | +149.1% | -14.0% | +163.2% | +135.7% |
| All | +175.9% | -49.2% | +225.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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