+133.7%
AFL vs TDY
+39.0%
+94.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -4.0% | -12.0% | +8.0% | -0.4% |
| 3M | -0.5% | -3.2% | +2.7% | +0.1% |
| 6M | +6.5% | -7.9% | +14.4% | +8.5% |
| YTD | +6.2% | +18.2% | -12.0% | -1.5% |
| 1Y | +8.3% | +6.7% | +1.6% | +4.1% |
| 3Y | +62.5% | +47.5% | +15.0% | +36.3% |
| All | +133.7% | +39.0% | +94.7% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling