+14.0%
AFL vs REPL
+147.5%
-133.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.3% |
| 7D | +1.4% | +5.3% | -3.8% | +1.5% |
| 30D | +9.7% | +66.6% | -57.0% | +10.3% |
| 3M | +5.5% | +59.6% | -54.0% | +6.1% |
| 6M | +11.2% | +482.4% | -471.2% | +14.4% |
| YTD | +17.1% | +124.1% | -107.0% | +19.7% |
| 1Y | +14.0% | +138.6% | -124.5% | +16.5% |
| All | +14.0% | +147.5% | -133.5% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling