+3,834.6%
ALL vs AFL
+8,900.5%
-5,065.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +5.0% | +2.9% | +2.2% | +3.7% |
| 30D | +13.3% | +8.0% | +5.4% | +9.4% |
| 3M | +3.2% | +5.9% | -2.7% | +0.5% |
| 6M | +25.3% | +11.6% | +13.7% | +19.4% |
| YTD | +30.5% | +17.5% | +12.9% | +21.3% |
| 1Y | +29.2% | +13.3% | +15.9% | +22.2% |
| 3Y | +119.1% | +67.0% | +52.1% | +72.9% |
| 5Y | +162.6% | +150.6% | +12.0% | +71.7% |
| 10Y | +378.8% | +343.1% | +35.7% | +135.1% |
| All | +3,834.6% | +8,900.5% | -5,065.9% | +611.9% |
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