+62.5%
AFL vs ET
+96.2%
-33.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | -4.0% | +2.9% | -6.9% | -4.8% |
| 3M | -0.5% | +16.8% | -17.3% | -4.6% |
| 6M | +6.5% | +18.9% | -12.4% | +1.5% |
| YTD | +6.2% | +37.7% | -31.5% | -3.2% |
| 1Y | +8.3% | +32.4% | -24.2% | -0.2% |
| 3Y | +62.5% | +99.5% | -36.9% | +27.5% |
| All | +62.5% | +96.2% | -33.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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