+502.2%
AFL vs PSLV
+108.9%
+393.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.1% |
| 7D | -3.3% | -4.9% | +1.6% | -3.0% |
| 30D | -5.0% | -1.9% | -3.1% | -4.9% |
| 3M | -1.8% | +4.2% | -6.0% | -2.3% |
| 6M | +4.8% | -27.6% | +32.4% | +6.9% |
| YTD | +5.4% | -11.7% | +17.1% | +4.2% |
| 1Y | +9.0% | +49.3% | -40.3% | +1.7% |
| 3Y | +63.0% | +167.1% | -104.1% | +41.8% |
| 5Y | +134.5% | +151.7% | -17.2% | +103.8% |
| 10Y | +298.6% | +187.0% | +111.6% | +231.7% |
| All | +502.2% | +108.9% | +393.3% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling