+371.2%
AFL vs TRU
+226.0%
+145.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -2.1% | -6.5% | +4.3% | -0.2% |
| 30D | -5.4% | -2.5% | -2.9% | -4.9% |
| 3M | -0.3% | +10.4% | -10.6% | -3.8% |
| 6M | +5.2% | +1.6% | +3.6% | +3.4% |
| YTD | +5.7% | -9.7% | +15.4% | +6.8% |
| 1Y | +10.2% | -17.3% | +27.5% | +13.7% |
| 3Y | +63.4% | -1.8% | +65.2% | +49.9% |
| 5Y | +133.0% | -36.2% | +169.2% | +149.9% |
| 10Y | +299.5% | +143.2% | +156.3% | +174.8% |
| All | +371.2% | +226.0% | +145.2% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling