+349.4%
AFL vs DOC
+15.7%
+333.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +0.1% | +6.5% | -6.3% | -2.3% |
| 30D | +10.0% | +9.2% | +0.9% | +6.2% |
| 3M | -1.6% | -2.5% | +0.9% | -0.8% |
| 6M | +10.5% | +7.1% | +3.4% | +7.1% |
| YTD | +14.3% | +33.0% | -18.7% | 0.0% |
| 1Y | +11.4% | +23.3% | -11.9% | +0.5% |
| 3Y | +62.4% | +44.9% | +17.5% | +32.3% |
| 5Y | +144.8% | -21.6% | +166.4% | +161.6% |
| All | +349.4% | +15.7% | +333.7% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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