+295.8%
AFL vs DTE
+137.8%
+158.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.5% |
| 7D | -1.6% | -2.6% | +0.9% | -0.1% |
| 30D | -4.0% | -4.4% | +0.4% | -1.3% |
| 3M | -0.5% | -8.3% | +7.8% | +4.9% |
| 6M | +6.5% | -8.1% | +14.6% | +11.6% |
| YTD | +6.2% | +4.4% | +1.8% | +2.2% |
| 1Y | +8.3% | +0.2% | +8.1% | +6.9% |
| 3Y | +62.5% | +42.6% | +19.9% | +25.5% |
| 5Y | +136.2% | +31.5% | +104.7% | +88.6% |
| All | +295.8% | +137.8% | +158.0% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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