+173.3%
AFL vs COMP
-52.0%
+225.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -2.1% |
| 7D | +0.1% | +13.4% | -13.3% | -0.3% |
| 30D | +10.0% | +11.1% | -1.1% | +9.5% |
| 3M | -1.6% | -18.8% | +17.3% | -1.0% |
| 6M | +10.5% | +10.5% | 0.0% | +9.7% |
| YTD | +14.3% | -3.4% | +17.7% | +13.5% |
| 1Y | +11.4% | +19.7% | -8.3% | +9.7% |
| 3Y | +62.4% | +381.6% | -319.2% | +48.2% |
| 5Y | +144.8% | -17.6% | +162.4% | +132.0% |
| All | +173.3% | -52.0% | +225.3% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling