+134.5%
AFL vs RUN
-81.3%
+215.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | -3.3% | -3.4% | +0.1% | -3.2% |
| 30D | -5.0% | -14.0% | +9.0% | -4.7% |
| 3M | -1.8% | -27.5% | +25.7% | -1.2% |
| 6M | +4.8% | -29.0% | +33.8% | +5.2% |
| YTD | +5.4% | -53.1% | +58.5% | +6.6% |
| 1Y | +9.0% | -46.7% | +55.7% | +9.5% |
| 3Y | +63.0% | -38.3% | +101.4% | +55.9% |
| 5Y | +134.5% | -80.7% | +215.2% | +132.6% |
| All | +134.5% | -81.3% | +215.8% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling