+65.6%
AFL vs COMP
+414.9%
-349.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.5% |
| 7D | +0.2% | +8.9% | -8.7% | +0.1% |
| 30D | +8.6% | +14.0% | -5.3% | +8.5% |
| 3M | +5.3% | -21.1% | +26.4% | +5.5% |
| 6M | +10.0% | +20.1% | -10.1% | +9.6% |
| YTD | +16.5% | -5.0% | +21.5% | +16.1% |
| 1Y | +12.7% | +5.7% | +7.0% | +12.1% |
| All | +65.6% | +414.9% | -349.3% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling