+338.6%
AFL vs ED
+143.7%
+194.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.9% |
| 30D | +8.6% | +10.7% | -2.0% | +4.2% |
| 3M | +5.3% | +11.6% | -6.3% | +0.6% |
| 6M | +10.0% | +13.5% | -3.5% | +4.4% |
| YTD | +16.5% | +23.1% | -6.6% | +6.6% |
| 1Y | +12.7% | +23.1% | -10.4% | +3.0% |
| 3Y | +65.5% | +47.9% | +17.5% | +39.1% |
| 5Y | +148.5% | +83.9% | +64.6% | +88.4% |
| All | +338.6% | +143.7% | +194.9% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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