+61.6%
AG vs AFL
+303.3%
-241.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -6.7% | -1.6% | -5.1% | -6.4% |
| 30D | +2.2% | -4.0% | +6.2% | +3.0% |
| 3M | +15.7% | -0.5% | +16.2% | +15.3% |
| 6M | -23.8% | +6.5% | -30.3% | -25.6% |
| YTD | +17.6% | +6.2% | +11.5% | +14.5% |
| 1Y | +88.6% | +8.3% | +80.3% | +82.1% |
| 3Y | +253.4% | +62.5% | +190.9% | +198.8% |
| 5Y | +62.4% | +136.2% | -73.7% | +21.2% |
| All | +61.6% | +303.3% | -241.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling