+60.9%
AG vs AFL
+132.2%
-71.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -5.8% | -3.3% | -2.5% | -5.5% |
| 30D | +6.4% | -5.0% | +11.3% | +6.8% |
| 3M | +28.4% | -1.8% | +30.1% | +28.0% |
| 6M | -24.5% | +4.8% | -29.3% | -25.7% |
| YTD | +21.2% | +5.4% | +15.8% | +18.6% |
| 1Y | +114.1% | +9.0% | +105.1% | +107.3% |
| 3Y | +268.0% | +63.0% | +205.0% | +210.0% |
| All | +60.9% | +132.2% | -71.3% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling