+358.0%
ALL vs AFL
+300.4%
+57.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.3% | -3.3% | -1.0% | -2.3% |
| 30D | -3.6% | -5.0% | +1.4% | -0.5% |
| 3M | +13.2% | -1.8% | +15.0% | +14.6% |
| 6M | +22.5% | +4.8% | +17.6% | +19.2% |
| YTD | +22.7% | +5.4% | +17.3% | +19.1% |
| 1Y | +28.3% | +9.0% | +19.3% | +22.0% |
| 3Y | +152.0% | +63.0% | +89.0% | +88.8% |
| 5Y | +115.4% | +134.5% | -19.1% | +29.7% |
| All | +358.0% | +300.4% | +57.6% | +115.2% |
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