+62.4%
AFL vs FIVE
+34.8%
+27.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +10.0% | +17.7% | -7.6% | +9.8% |
| 3M | -1.6% | +4.0% | -5.5% | -1.6% |
| 6M | +10.5% | +2.6% | +7.9% | +10.4% |
| YTD | +14.3% | +27.6% | -13.3% | +13.6% |
| 1Y | +11.4% | +59.9% | -48.6% | +10.2% |
| 3Y | +62.4% | +35.8% | +26.7% | +57.6% |
| All | +62.4% | +34.8% | +27.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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