+133.0%
AFL vs ED
+66.4%
+66.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -5.4% | +1.9% | -7.4% | -6.1% |
| 3M | -0.3% | +1.9% | -2.1% | -1.0% |
| 6M | +5.2% | -2.3% | +7.5% | +5.9% |
| YTD | +5.7% | +10.9% | -5.2% | +1.2% |
| 1Y | +10.2% | +14.5% | -4.3% | +4.2% |
| 3Y | +63.4% | +33.4% | +30.0% | +45.3% |
| 5Y | +133.0% | +67.3% | +65.7% | +91.9% |
| All | +133.0% | +66.4% | +66.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling