+3,716.0%
ALL vs AFL
+8,167.0%
-4,451.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.9% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -1.5% | -6.2% | +4.7% | +1.5% |
| 3M | +23.6% | +2.2% | +21.4% | +22.6% |
| 6M | +22.3% | +5.3% | +17.1% | +19.6% |
| YTD | +26.5% | +8.0% | +18.6% | +22.3% |
| 1Y | +27.0% | +10.2% | +16.8% | +21.5% |
| 3Y | +149.6% | +67.1% | +82.5% | +96.9% |
| 5Y | +118.1% | +135.6% | -17.5% | +46.6% |
| 10Y | +369.0% | +299.4% | +69.6% | +141.3% |
| All | +3,716.0% | +8,167.0% | -4,451.0% | +617.8% |
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