+7,773.4%
AFL vs IT
+5,645.5%
+2,127.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -0.2% |
| 7D | -0.7% | -9.1% | +8.4% | +1.2% |
| 30D | -7.1% | -7.0% | -0.1% | -6.0% |
| 3M | +0.4% | +7.6% | -7.2% | -2.6% |
| 6M | +4.5% | +2.1% | +2.4% | +1.8% |
| YTD | +6.1% | -31.6% | +37.7% | +11.6% |
| 1Y | +10.6% | -29.9% | +40.5% | +15.1% |
| 3Y | +64.0% | -51.3% | +115.3% | +81.0% |
| 5Y | +133.7% | -44.8% | +178.5% | +147.5% |
| 10Y | +298.0% | +91.4% | +206.7% | +216.1% |
| All | +7,773.4% | +5,645.5% | +2,127.9% | +3,942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling