+8.3%
AFL vs IRE
-84.0%
+92.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -0.5% |
| 7D | -2.1% | +29.0% | -31.2% | -1.5% |
| 30D | -5.4% | +24.2% | -29.7% | -4.6% |
| 3M | -0.3% | -53.2% | +52.9% | -0.5% |
| 6M | +5.2% | -36.0% | +41.2% | +6.4% |
| YTD | +5.7% | -51.0% | +56.7% | +6.6% |
| All | +8.3% | -84.0% | +92.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling