+66.4%
AFL vs NIO
-55.4%
+121.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +1.4% | -1.8% | +3.3% | +1.4% |
| 30D | +9.7% | -6.6% | +16.3% | +9.7% |
| 3M | +5.5% | -29.9% | +35.4% | +5.7% |
| 6M | +11.2% | -46.6% | +57.8% | +11.6% |
| YTD | +17.1% | -36.5% | +53.5% | +17.2% |
| 1Y | +14.0% | -51.1% | +65.2% | +14.4% |
| All | +66.4% | -55.4% | +121.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling