+149.1%
AFL vs DOC
-22.1%
+171.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.2% | +6.2% | -4.0% | +0.7% |
| 30D | +11.1% | +6.5% | +4.6% | +9.4% |
| 3M | +1.0% | -6.2% | +7.3% | +2.5% |
| 6M | +11.4% | +25.6% | -14.2% | +4.8% |
| YTD | +16.3% | +32.1% | -15.8% | +7.4% |
| 1Y | +15.9% | +20.3% | -4.4% | +9.8% |
| 3Y | +63.6% | +42.7% | +20.9% | +44.6% |
| 5Y | +149.1% | -22.2% | +171.2% | +177.0% |
| All | +149.1% | -22.1% | +171.1% | +177.0% |
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