+1,018.2%
AFL vs FLR
+609.6%
+408.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -7.1% | -0.7% | -6.5% | -7.2% |
| 3M | +0.4% | +14.3% | -13.9% | -4.8% |
| 6M | +4.5% | +25.6% | -21.1% | -5.0% |
| YTD | +6.1% | +42.9% | -36.8% | -7.7% |
| 1Y | +10.6% | +38.7% | -28.2% | -4.0% |
| 3Y | +64.0% | +61.8% | +2.2% | +26.3% |
| 5Y | +133.7% | +254.1% | -120.4% | +33.3% |
| 10Y | +298.0% | +20.0% | +278.0% | +149.1% |
| All | +1,018.2% | +609.6% | +408.6% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling