-26.3%
APH vs AFL
+11.7%
-38.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -46.7% |
| 7D | -48.7% | +0.5% | -49.2% | -47.9% |
| 30D | -51.9% | -6.2% | -45.8% | -53.7% |
| 3M | -43.6% | +2.2% | -45.7% | -41.9% |
| 6M | -37.5% | +5.3% | -42.8% | -35.1% |
| YTD | -38.6% | +8.0% | -46.6% | -35.1% |
| 1Y | -26.3% | +10.2% | -36.6% | -21.2% |
| All | -26.3% | +11.7% | -38.0% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling