+451.1%
AG vs AFL
+736.9%
-285.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.6% |
| 30D | +12.5% | -5.4% | +17.9% | +14.1% |
| 3M | +28.2% | -0.3% | +28.4% | +27.6% |
| 6M | -18.8% | +5.2% | -24.0% | -20.9% |
| YTD | +27.4% | +5.7% | +21.7% | +23.6% |
| 1Y | +132.2% | +10.2% | +122.0% | +121.6% |
| 3Y | +286.9% | +63.4% | +223.4% | +220.0% |
| 5Y | +72.8% | +133.0% | -60.2% | +26.3% |
| 10Y | +74.6% | +299.5% | -224.9% | +1.4% |
| All | +451.1% | +736.9% | -285.8% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling