+61.4%
AFL vs EFV
+88.2%
-26.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.3% | -2.0% | -1.3% | -2.4% |
| 30D | -5.0% | -0.2% | -4.8% | -4.9% |
| 3M | -1.8% | +9.1% | -10.9% | -5.7% |
| 6M | +4.8% | +11.7% | -6.9% | -0.9% |
| YTD | +5.4% | +17.0% | -11.6% | -3.3% |
| 1Y | +9.0% | +26.7% | -17.7% | -4.7% |
| All | +61.4% | +88.2% | -26.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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