+144.8%
AFL vs DOC
-21.4%
+166.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +0.1% | +6.5% | -6.3% | -1.4% |
| 30D | +10.0% | +9.2% | +0.9% | +7.7% |
| 3M | -1.6% | -2.5% | +0.9% | -1.1% |
| 6M | +10.5% | +7.1% | +3.4% | +8.5% |
| YTD | +14.3% | +33.0% | -18.7% | +5.3% |
| 1Y | +11.4% | +23.3% | -11.9% | +4.9% |
| 3Y | +62.4% | +44.9% | +17.5% | +42.9% |
| All | +144.8% | -21.4% | +166.2% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling