+688.5%
AFL vs ET
+1,447.8%
-759.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | -5.4% | +5.3% | -10.7% | -6.8% |
| 3M | -0.3% | +15.6% | -15.9% | -4.3% |
| 6M | +5.2% | +20.6% | -15.4% | -0.5% |
| YTD | +5.7% | +38.5% | -32.9% | -4.0% |
| 1Y | +10.2% | +35.7% | -25.5% | +0.6% |
| 3Y | +63.4% | +98.4% | -34.9% | +32.6% |
| 5Y | +133.0% | +245.3% | -112.3% | +59.2% |
| 10Y | +299.5% | +173.7% | +125.8% | +165.5% |
| All | +688.5% | +1,447.8% | -759.4% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling