+3,820.6%
ALL vs AFL
+8,822.9%
-5,002.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +12.8% | +8.6% | +4.2% | +8.6% |
| 3M | +4.7% | +5.3% | -0.6% | +2.3% |
| 6M | +24.9% | +10.0% | +14.9% | +19.8% |
| YTD | +30.0% | +16.5% | +13.5% | +21.3% |
| 1Y | +29.9% | +12.7% | +17.3% | +23.2% |
| 3Y | +117.5% | +65.5% | +52.1% | +72.4% |
| 5Y | +161.7% | +148.5% | +13.2% | +71.7% |
| 10Y | +377.1% | +339.2% | +37.8% | +135.2% |
| All | +3,820.6% | +8,822.9% | -5,002.3% | +612.3% |
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 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