+295.8%
AFL vs ED
+108.5%
+187.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.6% | -0.8% | -0.9% | -1.3% |
| 30D | -4.0% | -0.4% | -3.6% | -3.9% |
| 3M | -0.5% | +0.5% | -1.0% | -0.7% |
| 6M | +6.5% | -3.1% | +9.7% | +7.7% |
| YTD | +6.2% | +9.8% | -3.7% | +1.9% |
| 1Y | +8.3% | +12.6% | -4.3% | +2.7% |
| 3Y | +62.5% | +31.4% | +31.1% | +43.7% |
| 5Y | +136.2% | +69.4% | +66.7% | +86.0% |
| All | +295.8% | +108.5% | +187.3% | +206.5% |
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