+134.5%
AFL vs DOV
+13.3%
+121.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | -3.3% | -1.9% | -1.4% | -2.7% |
| 30D | -5.0% | -9.9% | +4.9% | -1.8% |
| 3M | -1.8% | -12.1% | +10.4% | +1.8% |
| 6M | +4.8% | -10.4% | +15.3% | +7.5% |
| YTD | +5.4% | -3.3% | +8.7% | +4.8% |
| 1Y | +9.0% | +7.8% | +1.2% | +3.7% |
| 3Y | +63.0% | +36.3% | +26.7% | +36.5% |
| 5Y | +134.5% | +14.8% | +119.7% | +105.7% |
| All | +134.5% | +13.3% | +121.2% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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