+370.0%
ALL vs AFL
+336.0%
+34.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +12.8% | +8.6% | +4.2% | +7.3% |
| 3M | +4.7% | +5.3% | -0.6% | +1.5% |
| 6M | +24.9% | +10.0% | +14.9% | +18.2% |
| YTD | +30.0% | +16.5% | +13.5% | +18.7% |
| 1Y | +29.9% | +12.7% | +17.3% | +21.1% |
| 3Y | +117.5% | +65.5% | +52.1% | +61.2% |
| 5Y | +161.7% | +148.5% | +13.2% | +51.9% |
| All | +370.0% | +336.0% | +34.0% | +108.3% |
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