+295.8%
AFL vs IT
+103.1%
+192.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | -0.7% |
| 7D | -1.6% | -3.7% | +2.0% | -0.8% |
| 30D | -4.0% | +0.1% | -4.1% | -4.4% |
| 3M | -0.5% | +20.7% | -21.2% | -7.5% |
| 6M | +6.5% | +12.0% | -5.4% | +0.2% |
| YTD | +6.2% | -28.8% | +35.0% | +13.6% |
| 1Y | +8.3% | -25.5% | +33.8% | +13.3% |
| 3Y | +62.5% | -48.8% | +111.3% | +85.1% |
| 5Y | +136.2% | -42.7% | +178.9% | +148.8% |
| All | +295.8% | +103.1% | +192.8% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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