+18,738.3%
AFL vs DTE
+3,490.3%
+15,248.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -5.4% | -0.5% | -4.9% | -5.2% |
| 3M | -0.3% | -6.0% | +5.8% | +3.4% |
| 6M | +5.2% | -7.2% | +12.4% | +9.5% |
| YTD | +5.7% | +7.2% | -1.5% | +0.5% |
| 1Y | +10.2% | +4.1% | +6.2% | +6.5% |
| 3Y | +63.4% | +46.9% | +16.6% | +25.9% |
| 5Y | +133.0% | +32.9% | +100.1% | +87.8% |
| 10Y | +299.5% | +144.5% | +155.0% | +117.3% |
| All | +18,738.3% | +3,490.3% | +15,248.0% | +2,450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling