+342.5%
AFL vs THC
+1,813.2%
-1,470.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +8.0% | +5.3% | +2.6% | +6.8% |
| 3M | +5.9% | +7.1% | -1.2% | +4.4% |
| 6M | +11.6% | +46.0% | -34.4% | +3.3% |
| YTD | +17.5% | +43.9% | -26.4% | +8.3% |
| 1Y | +13.3% | +45.4% | -32.2% | +4.0% |
| 3Y | +67.0% | +421.3% | -354.3% | +16.0% |
| 5Y | +150.6% | +261.5% | -110.8% | +78.9% |
| All | +342.5% | +1,813.2% | -1,470.8% | +119.3% |
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