+758.1%
AFL vs EFV
+256.4%
+501.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.0% |
| 7D | -0.7% | +1.0% | -1.7% | -1.7% |
| 30D | -7.1% | +0.2% | -7.3% | -7.3% |
| 3M | +0.4% | +9.6% | -9.2% | -9.0% |
| 6M | +4.5% | +14.0% | -9.5% | -9.8% |
| YTD | +6.1% | +18.5% | -12.4% | -12.4% |
| 1Y | +10.6% | +27.9% | -17.3% | -15.9% |
| 3Y | +64.0% | +92.4% | -28.4% | -20.3% |
| 5Y | +133.7% | +97.2% | +36.6% | +9.1% |
| 10Y | +298.0% | +163.0% | +135.0% | +37.1% |
| All | +758.1% | +256.4% | +501.7% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling