+197.6%
AFL vs NIO
-40.3%
+238.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | -3.3% | -7.3% | +4.0% | -3.0% |
| 30D | -5.0% | -22.5% | +17.5% | -4.0% |
| 3M | -1.8% | -30.9% | +29.1% | -0.3% |
| 6M | +4.8% | -37.2% | +42.0% | +6.6% |
| YTD | +5.4% | -29.8% | +35.2% | +6.6% |
| 1Y | +9.0% | -37.4% | +46.4% | +10.4% |
| 3Y | +63.0% | -64.3% | +127.4% | +66.3% |
| 5Y | +134.5% | -90.6% | +225.1% | +148.0% |
| All | +197.6% | -40.3% | +238.0% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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