+10.2%
AFL vs COMP
+13.3%
-3.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -2.1% | +0.8% | -3.0% | -2.1% |
| 30D | -5.4% | -13.9% | +8.4% | -5.5% |
| 3M | -0.3% | +30.7% | -31.0% | -0.6% |
| 6M | +5.2% | +18.7% | -13.5% | +4.6% |
| YTD | +5.7% | +1.0% | +4.6% | +4.7% |
| 1Y | +10.2% | +15.1% | -4.9% | +8.0% |
| All | +10.2% | +13.3% | -3.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling