+133.7%
AFL vs NIO
-90.3%
+224.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -0.7% | -6.7% | +5.9% | -0.5% |
| 30D | -7.1% | -20.0% | +12.9% | -6.3% |
| 3M | +0.4% | -30.5% | +30.9% | +1.9% |
| 6M | +4.5% | -20.7% | +25.2% | +5.1% |
| YTD | +6.1% | -25.7% | +31.8% | +6.8% |
| 1Y | +10.6% | -38.6% | +49.1% | +12.0% |
| 3Y | +64.0% | -62.3% | +126.3% | +67.7% |
| 5Y | +133.7% | -90.1% | +223.8% | +157.1% |
| All | +133.7% | -90.3% | +224.1% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling