+295.8%
AFL vs FLR
+19.7%
+276.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -1.6% | -3.5% | +1.8% | -1.1% |
| 30D | -4.0% | +4.2% | -8.2% | -4.8% |
| 3M | -0.5% | +8.1% | -8.6% | -2.5% |
| 6M | +6.5% | +21.5% | -15.0% | +1.4% |
| YTD | +6.2% | +36.8% | -30.6% | -1.4% |
| 1Y | +8.3% | +31.2% | -22.9% | +0.7% |
| 3Y | +62.5% | +53.9% | +8.7% | +40.5% |
| 5Y | +136.2% | +243.0% | -106.9% | +70.4% |
| All | +295.8% | +19.7% | +276.1% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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