+295.8%
AFL vs PHM
+568.1%
-272.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -1.6% | -5.0% | +3.3% | -0.2% |
| 30D | -4.0% | -8.4% | +4.4% | -1.6% |
| 3M | -0.5% | -4.4% | +3.9% | +0.2% |
| 6M | +6.5% | -3.7% | +10.3% | +6.5% |
| YTD | +6.2% | +1.3% | +4.9% | +4.1% |
| 1Y | +8.3% | -14.0% | +22.3% | +11.3% |
| 3Y | +62.5% | +48.1% | +14.4% | +33.7% |
| 5Y | +136.2% | +158.8% | -22.6% | +51.1% |
| All | +295.8% | +568.1% | -272.3% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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