+264.1%
AG vs AFL
+62.4%
+201.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.9% |
| 7D | -5.8% | -3.3% | -2.5% | -6.5% |
| 30D | +6.4% | -5.0% | +11.3% | +5.3% |
| 3M | +28.4% | -1.8% | +30.1% | +27.6% |
| 6M | -24.5% | +4.8% | -29.3% | -24.5% |
| YTD | +21.2% | +5.4% | +15.8% | +20.9% |
| 1Y | +114.1% | +9.0% | +105.1% | +113.0% |
| All | +264.1% | +62.4% | +201.7% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling