+153.1%
AFL vs REPL
-29.4%
+182.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.4% | +1.1% |
| 7D | +2.1% | +12.7% | -10.6% | +2.1% |
| 30D | +10.6% | +73.5% | -62.9% | +10.7% |
| 3M | +4.4% | +70.3% | -65.9% | +4.5% |
| 6M | +13.1% | +472.0% | -458.9% | +13.4% |
| YTD | +16.6% | +139.5% | -122.9% | +17.1% |
| 1Y | +13.8% | +167.3% | -153.4% | +14.3% |
| 3Y | +65.7% | +109.5% | -43.9% | +62.5% |
| 5Y | +153.1% | -29.9% | +183.1% | +161.3% |
| All | +153.1% | -29.4% | +182.6% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling