+153.1%
AFL vs THC
+266.8%
-113.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +2.1% | +8.8% | -6.7% | +1.1% |
| 30D | +10.6% | +10.0% | +0.5% | +9.3% |
| 3M | +4.4% | +11.7% | -7.3% | +3.0% |
| 6M | +13.1% | +52.5% | -39.4% | +7.3% |
| YTD | +16.6% | +46.1% | -29.4% | +10.8% |
| 1Y | +13.8% | +49.1% | -35.3% | +7.7% |
| 3Y | +65.7% | +439.6% | -374.0% | +30.7% |
| 5Y | +153.1% | +263.2% | -110.0% | +110.6% |
| All | +153.1% | +266.8% | -113.7% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling