+64.0%
AFL vs Z
-37.5%
+101.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.5% |
| 7D | -0.7% | -3.3% | +2.5% | -0.6% |
| 30D | -7.1% | -3.7% | -3.4% | -7.0% |
| 3M | +0.4% | -7.0% | +7.4% | +0.5% |
| 6M | +4.5% | -29.5% | +34.1% | +5.6% |
| YTD | +6.1% | -52.6% | +58.6% | +8.9% |
| 1Y | +10.6% | -64.0% | +74.6% | +14.9% |
| 3Y | +64.0% | -36.4% | +100.5% | +75.0% |
| All | +64.0% | -37.5% | +101.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling