+299.5%
AFL vs THC
+1,002.8%
-703.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -1.0% |
| 7D | -2.1% | +4.1% | -6.2% | -2.8% |
| 30D | -5.4% | +3.5% | -9.0% | -6.0% |
| 3M | -0.3% | +61.7% | -62.0% | -8.7% |
| 6M | +5.2% | +11.8% | -6.6% | +2.3% |
| YTD | +5.7% | +35.4% | -29.7% | -1.0% |
| 1Y | +10.2% | +37.0% | -26.8% | +2.7% |
| 3Y | +63.4% | +260.1% | -196.6% | +23.9% |
| 5Y | +133.0% | +262.6% | -129.6% | +68.9% |
| 10Y | +299.5% | +1,039.2% | -739.7% | +112.5% |
| All | +299.5% | +1,002.8% | -703.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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