+341.3%
AFL vs ES
+92.3%
+249.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +9.7% | +6.7% | +3.0% | +7.1% |
| 3M | +5.5% | +0.3% | +5.2% | +5.3% |
| 6M | +11.2% | +7.4% | +3.8% | +8.1% |
| YTD | +17.1% | +8.4% | +8.7% | +12.9% |
| 1Y | +14.0% | +0.6% | +13.4% | +12.6% |
| 3Y | +66.3% | +50.6% | +15.6% | +37.5% |
| 5Y | +152.7% | +4.8% | +147.9% | +139.7% |
| 10Y | +341.3% | +93.1% | +248.2% | +278.2% |
| All | +341.3% | +92.3% | +249.0% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling