+64.0%
AFL vs ED
+35.1%
+28.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.1% |
| 7D | -0.7% | +0.5% | -1.3% | -0.9% |
| 30D | -7.1% | +1.1% | -8.2% | -7.5% |
| 3M | +0.4% | +4.6% | -4.2% | -1.2% |
| 6M | +4.5% | -2.0% | +6.5% | +5.1% |
| YTD | +6.1% | +11.7% | -5.6% | +1.5% |
| 1Y | +10.6% | +15.7% | -5.2% | +4.3% |
| 3Y | +64.0% | +34.4% | +29.7% | +49.2% |
| All | +64.0% | +35.1% | +28.9% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling