+148.2%
AFL vs Z
-53.4%
+201.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.7% |
| 7D | +2.9% | +0.8% | +2.0% | +2.8% |
| 30D | +8.0% | +5.2% | +2.8% | +7.4% |
| 3M | +5.9% | -17.0% | +22.9% | +6.8% |
| 6M | +11.6% | -22.7% | +34.3% | +12.9% |
| YTD | +17.5% | -56.3% | +73.8% | +23.0% |
| 1Y | +13.3% | -57.7% | +70.9% | +18.7% |
| 3Y | +67.0% | -16.5% | +83.6% | +63.5% |
| All | +148.2% | -53.4% | +201.6% | +142.3% |
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