+295.8%
AFL vs DG
+101.8%
+194.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.6% | -6.5% | +4.8% | -0.8% |
| 30D | -4.0% | +4.2% | -8.2% | -4.6% |
| 3M | -0.5% | +9.5% | -10.0% | -1.8% |
| 6M | +6.5% | -13.1% | +19.7% | +8.1% |
| YTD | +6.2% | -4.8% | +11.0% | +6.3% |
| 1Y | +8.3% | +20.6% | -12.3% | +4.6% |
| 3Y | +62.5% | +4.9% | +57.6% | +55.8% |
| 5Y | +136.2% | -37.9% | +174.0% | +150.7% |
| All | +295.8% | +101.8% | +194.1% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling