+295.8%
AFL vs TRU
+147.2%
+148.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.6% | -2.7% | +1.1% | -0.8% |
| 30D | -4.0% | -2.0% | -2.0% | -3.7% |
| 3M | -0.5% | +18.4% | -18.9% | -6.1% |
| 6M | +6.5% | +8.9% | -2.3% | +2.5% |
| YTD | +6.2% | -8.9% | +15.1% | +7.0% |
| 1Y | +8.3% | -15.9% | +24.2% | +11.3% |
| 3Y | +62.5% | -1.1% | +63.6% | +48.6% |
| 5Y | +136.2% | -35.2% | +171.4% | +155.2% |
| All | +295.8% | +147.2% | +148.7% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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