+229.6%
AFL vs REPL
-6.0%
+235.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | +0.6% | -3.0% | +3.6% | +0.6% |
| 30D | -6.2% | +27.1% | -33.3% | -6.6% |
| 3M | +2.2% | +52.4% | -50.2% | +0.6% |
| 6M | +5.3% | +107.4% | -102.2% | +0.9% |
| YTD | +8.0% | +54.7% | -46.8% | +4.2% |
| 1Y | +10.2% | +158.9% | -148.6% | +3.1% |
| 3Y | +67.1% | -23.7% | +90.8% | +53.8% |
| 5Y | +135.6% | -54.3% | +189.9% | +120.7% |
| All | +229.6% | -6.0% | +235.6% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling