+10.5%
AFL vs COMP
+10.0%
+0.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -1.5% |
| 7D | +0.1% | +13.4% | -13.3% | +0.4% |
| 30D | +10.0% | +11.1% | -1.1% | +10.4% |
| 3M | -1.6% | -18.8% | +17.3% | -2.4% |
| 6M | +10.5% | +10.5% | 0.0% | +11.3% |
| All | +10.5% | +10.0% | +0.5% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling