+19,143.8%
AFL vs ED
+2,217.3%
+16,926.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -6.2% | -0.1% | -6.0% | -6.1% |
| 3M | +2.2% | +3.9% | -1.8% | +0.2% |
| 6M | +5.3% | -3.0% | +8.3% | +6.6% |
| YTD | +8.0% | +10.7% | -2.7% | +2.2% |
| 1Y | +10.2% | +13.3% | -3.1% | +2.9% |
| 3Y | +67.1% | +34.5% | +32.6% | +41.3% |
| 5Y | +135.6% | +67.1% | +68.4% | +75.6% |
| 10Y | +299.4% | +103.0% | +196.3% | +156.5% |
| All | +19,143.8% | +2,217.3% | +16,926.5% | +4,184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling