+20,670.7%
AFL vs ED
+2,477.8%
+18,192.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +1.1% |
| 30D | +8.6% | +10.7% | -2.0% | +3.3% |
| 3M | +5.3% | +11.6% | -6.3% | -0.4% |
| 6M | +10.0% | +13.5% | -3.5% | +3.1% |
| YTD | +16.5% | +23.1% | -6.6% | +4.5% |
| 1Y | +12.7% | +23.1% | -10.4% | +1.0% |
| 3Y | +65.5% | +47.9% | +17.5% | +33.6% |
| 5Y | +148.5% | +83.9% | +64.6% | +76.9% |
| 10Y | +339.2% | +142.1% | +197.2% | +158.4% |
| All | +20,670.7% | +2,477.8% | +18,192.9% | +4,282.0% |
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