+17.1%
AFL vs IRE
-97.2%
+114.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +39.6% | -41.3% | -0.7% |
| 7D | +0.1% | -27.2% | +27.3% | -0.1% |
| 30D | +10.0% | -75.1% | +85.2% | +7.3% |
| 3M | -1.6% | -77.9% | +76.3% | -3.8% |
| 6M | +10.5% | -94.6% | +105.1% | +6.4% |
| YTD | +14.3% | -91.5% | +105.8% | +11.5% |
| 1Y | +11.4% | -97.8% | +109.2% | +8.4% |
| All | +17.1% | -97.2% | +114.3% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling