+157.4%
ALL vs AFL
+154.2%
+3.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -2.6% | +1.4% | -4.0% | -3.5% |
| 30D | +12.7% | +9.7% | +3.0% | +5.6% |
| 3M | +0.4% | +5.5% | -5.1% | -3.3% |
| 6M | +23.8% | +11.2% | +12.6% | +15.2% |
| YTD | +27.8% | +17.1% | +10.7% | +14.6% |
| 1Y | +28.9% | +14.0% | +14.8% | +17.6% |
| 3Y | +113.9% | +66.3% | +47.6% | +52.1% |
| 5Y | +157.4% | +152.7% | +4.7% | +33.5% |
| All | +157.4% | +154.2% | +3.2% | +33.5% |
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