+258.8%
AFL vs REPL
+36.8%
+222.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +2.9% | +1.2% | +1.6% | +2.8% |
| 30D | +8.0% | +92.2% | -84.2% | +6.6% |
| 3M | +5.9% | +44.1% | -38.2% | +5.1% |
| 6M | +11.6% | +313.0% | -301.4% | +7.0% |
| YTD | +17.5% | +125.2% | -107.7% | +12.6% |
| 1Y | +13.3% | +143.8% | -130.5% | +8.2% |
| 3Y | +67.0% | +104.2% | -37.2% | +45.5% |
| 5Y | +150.6% | -34.5% | +185.2% | +133.5% |
| All | +258.8% | +36.8% | +222.0% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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