+134.5%
AFL vs Z
-66.6%
+201.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | -0.1% |
| 7D | -3.3% | -11.6% | +8.3% | -2.7% |
| 30D | -5.0% | -8.5% | +3.5% | -4.6% |
| 3M | -1.8% | -7.9% | +6.1% | -1.5% |
| 6M | +4.8% | -29.1% | +33.9% | +6.4% |
| YTD | +5.4% | -54.2% | +59.6% | +9.5% |
| 1Y | +9.0% | -63.5% | +72.5% | +14.6% |
| 3Y | +63.0% | -38.6% | +101.7% | +64.5% |
| 5Y | +134.5% | -66.0% | +200.5% | +122.5% |
| All | +134.5% | -66.6% | +201.1% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling