+147.2%
AFL vs DOC
-21.9%
+169.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | +2.9% | +8.7% | -5.8% | +0.9% |
| 30D | +11.5% | +7.6% | +3.9% | +9.5% |
| 3M | +0.6% | -5.3% | +5.9% | +1.8% |
| 6M | +11.7% | +27.6% | -15.9% | +4.7% |
| YTD | +15.4% | +32.4% | -17.0% | +6.5% |
| 1Y | +17.6% | +22.9% | -5.3% | +10.8% |
| 3Y | +62.4% | +43.1% | +19.3% | +43.4% |
| All | +147.2% | -21.9% | +169.1% | +174.7% |
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