+64.0%
AFL vs REPL
-24.7%
+88.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.8% |
| 7D | -0.7% | -5.7% | +5.0% | -0.8% |
| 30D | -7.1% | +22.5% | -29.6% | -7.0% |
| 3M | +0.4% | +64.7% | -64.2% | +1.1% |
| 6M | +4.5% | +83.0% | -78.5% | +6.1% |
| YTD | +6.1% | +52.0% | -45.9% | +7.6% |
| 1Y | +10.6% | +144.5% | -134.0% | +12.6% |
| 3Y | +64.0% | -25.1% | +89.1% | +68.4% |
| All | +64.0% | -24.7% | +88.7% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling