+19,143.8%
AFL vs EAT
+11,644.8%
+7,499.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -6.2% | +1.9% | -8.1% | -6.8% |
| 3M | +2.2% | +68.7% | -66.5% | -9.6% |
| 6M | +5.3% | +66.9% | -61.6% | -7.8% |
| YTD | +8.0% | +60.4% | -52.5% | -5.0% |
| 1Y | +10.2% | +44.0% | -33.8% | -1.5% |
| 3Y | +67.1% | +604.7% | -537.6% | -2.1% |
| 5Y | +135.6% | +347.0% | -211.4% | +44.9% |
| 10Y | +299.4% | +390.8% | -91.4% | +102.0% |
| All | +19,143.8% | +11,644.8% | +7,499.0% | +3,852.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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