+295.8%
AFL vs TDY
+479.2%
-183.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -4.0% | -12.0% | +8.0% | +2.1% |
| 3M | -0.5% | -3.2% | +2.7% | +0.5% |
| 6M | +6.5% | -7.9% | +14.4% | +9.5% |
| YTD | +6.2% | +18.2% | -12.0% | -5.0% |
| 1Y | +8.3% | +6.7% | +1.6% | +1.9% |
| 3Y | +62.5% | +47.5% | +15.0% | +25.0% |
| 5Y | +136.2% | +39.5% | +96.7% | +82.6% |
| All | +295.8% | +479.2% | -183.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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