-4.1%
APA vs AFL
+300.4%
-304.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +0.8% | -3.3% | +4.1% | +3.8% |
| 30D | +9.6% | -5.0% | +14.6% | +14.4% |
| 3M | +18.0% | -1.8% | +19.8% | +19.0% |
| 6M | +41.9% | +4.8% | +37.0% | +33.6% |
| YTD | +86.3% | +5.4% | +80.9% | +73.2% |
| 1Y | +97.9% | +9.0% | +88.9% | +77.5% |
| 3Y | +12.8% | +63.0% | -50.3% | -34.4% |
| 5Y | +177.2% | +134.5% | +42.7% | +10.1% |
| All | -4.1% | +300.4% | -304.5% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling