+295.8%
AFL vs RUN
+42.2%
+253.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.6% | -3.7% | +2.1% | -1.4% |
| 30D | -4.0% | -13.0% | +9.0% | -3.3% |
| 3M | -0.5% | -31.8% | +31.3% | +1.4% |
| 6M | +6.5% | -32.2% | +38.7% | +8.1% |
| YTD | +6.2% | -53.5% | +59.7% | +9.3% |
| 1Y | +8.3% | -46.5% | +54.8% | +9.8% |
| 3Y | +62.5% | -37.6% | +100.1% | +48.3% |
| 5Y | +136.2% | -80.9% | +217.0% | +130.2% |
| All | +295.8% | +42.2% | +253.6% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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