+255.7%
AFL vs QS
-43.2%
+298.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -1.8% |
| 7D | -0.7% | +2.2% | -2.9% | -0.8% |
| 30D | -7.1% | -8.1% | +0.9% | -7.0% |
| 3M | +0.4% | -27.0% | +27.5% | +0.8% |
| 6M | +4.5% | -16.4% | +21.0% | +4.5% |
| YTD | +6.1% | -46.4% | +52.4% | +6.9% |
| 1Y | +10.6% | -41.1% | +51.7% | +10.8% |
| 3Y | +64.0% | -18.6% | +82.7% | +60.6% |
| 5Y | +133.7% | -73.0% | +206.8% | +130.3% |
| All | +255.7% | -43.2% | +298.9% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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