+62.4%
AFL vs CRL
+39.9%
+22.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -1.6% |
| 7D | -0.7% | -0.6% | -0.2% | -0.7% |
| 30D | -7.1% | +5.0% | -12.1% | -7.3% |
| 3M | +0.4% | +50.6% | -50.2% | -1.6% |
| 6M | +4.5% | +60.9% | -56.4% | +1.9% |
| YTD | +6.1% | +40.7% | -34.7% | +4.0% |
| 1Y | +10.6% | +73.3% | -62.8% | +6.5% |
| All | +62.4% | +39.9% | +22.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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