+381.7%
AFL vs ESI
+224.6%
+157.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.6% |
| 7D | +0.6% | +3.3% | -2.7% | -0.2% |
| 30D | -6.2% | -5.9% | -0.3% | -5.1% |
| 3M | +2.2% | -14.1% | +16.3% | +4.5% |
| 6M | +5.3% | +6.6% | -1.3% | +1.4% |
| YTD | +8.0% | +45.0% | -37.1% | -3.9% |
| 1Y | +10.2% | +41.5% | -31.2% | -1.8% |
| 3Y | +67.1% | +78.8% | -11.7% | +37.2% |
| 5Y | +135.6% | +70.9% | +64.7% | +92.1% |
| 10Y | +299.4% | +317.1% | -17.7% | +157.0% |
| All | +381.7% | +224.6% | +157.1% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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