+405.8%
AFL vs USFR
+27.6%
+378.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -7.1% | +0.3% | -7.4% | -7.2% |
| 3M | +0.4% | +1.0% | -0.5% | +0.1% |
| 6M | +4.5% | +1.9% | +2.6% | +3.8% |
| YTD | +6.1% | +2.7% | +3.4% | +5.0% |
| 1Y | +10.6% | +4.0% | +6.5% | +8.9% |
| 3Y | +64.0% | +14.0% | +50.0% | +56.2% |
| 5Y | +133.7% | +20.4% | +113.3% | +118.1% |
| 10Y | +298.0% | +28.1% | +270.0% | +266.7% |
| All | +405.8% | +27.6% | +378.2% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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