+367.3%
AFL vs RUN
-29.4%
+396.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.5% | -2.0% |
| 7D | -0.7% | +10.2% | -10.9% | -1.3% |
| 30D | -7.1% | -9.6% | +2.5% | -6.7% |
| 3M | +0.4% | -31.5% | +31.9% | +2.2% |
| 6M | +4.5% | -18.7% | +23.2% | +4.8% |
| YTD | +6.1% | -49.9% | +56.0% | +8.6% |
| 1Y | +10.6% | -45.5% | +56.1% | +12.0% |
| 3Y | +64.0% | -34.1% | +98.1% | +50.7% |
| 5Y | +133.7% | -79.4% | +213.2% | +126.7% |
| 10Y | +298.0% | +48.9% | +249.1% | +193.1% |
| All | +367.3% | -29.4% | +396.7% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling