+114.6%
ALL vs AFL
+67.0%
+47.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -2.6% | +1.4% | -4.0% | -3.6% |
| 30D | +12.7% | +9.7% | +3.0% | +5.4% |
| 3M | +0.4% | +5.5% | -5.1% | -3.5% |
| 6M | +23.8% | +11.2% | +12.6% | +15.0% |
| YTD | +27.8% | +17.1% | +10.7% | +14.5% |
| 1Y | +28.9% | +14.0% | +14.8% | +17.5% |
| All | +114.6% | +67.0% | +47.7% | +68.1% |
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