+67.0%
AFL vs DG
+21.7%
+45.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +8.0% | +3.2% | +4.7% | +7.9% |
| 3M | +5.9% | +10.4% | -4.5% | +5.7% |
| 6M | +11.6% | +33.2% | -21.5% | +11.3% |
| YTD | +17.5% | +3.0% | +14.6% | +17.3% |
| 1Y | +13.3% | +31.2% | -17.9% | +12.8% |
| 3Y | +67.0% | +21.8% | +45.2% | +70.3% |
| All | +67.0% | +21.7% | +45.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling