+134.5%
AFL vs PEG
+35.4%
+99.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | -5.0% | -2.8% | -2.2% | -4.0% |
| 3M | -1.8% | -6.9% | +5.2% | +0.9% |
| 6M | +4.8% | -11.4% | +16.2% | +9.5% |
| YTD | +5.4% | -7.4% | +12.8% | +7.9% |
| 1Y | +9.0% | -8.3% | +17.3% | +11.8% |
| 3Y | +63.0% | +31.5% | +31.5% | +40.9% |
| 5Y | +134.5% | +38.0% | +96.5% | +96.7% |
| All | +134.5% | +35.4% | +99.1% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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