+146.0%
AFL vs S
-56.8%
+202.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +0.6% | -7.7% | +8.3% | +0.8% |
| 30D | -6.2% | -5.3% | -0.8% | -6.1% |
| 3M | +2.2% | +20.3% | -18.1% | +1.5% |
| 6M | +5.3% | +47.4% | -42.1% | +3.8% |
| YTD | +8.0% | +32.5% | -24.6% | +6.7% |
| 1Y | +10.2% | +9.5% | +0.7% | +9.5% |
| 3Y | +67.1% | +15.5% | +51.6% | +64.6% |
| 5Y | +135.6% | -71.2% | +206.8% | +135.1% |
| All | +146.0% | -56.8% | +202.8% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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