+930.0%
APH vs AFL
+339.8%
+590.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | +4.9% | +2.9% | +2.0% | +3.7% |
| 30D | -5.4% | +8.0% | -13.3% | -8.5% |
| 3M | -5.5% | +5.9% | -11.4% | -8.1% |
| 6M | +25.9% | +11.6% | +14.3% | +18.7% |
| YTD | +16.4% | +17.5% | -1.2% | +6.6% |
| 1Y | +16.5% | +13.3% | +3.2% | +8.4% |
| 3Y | +270.9% | +67.0% | +203.8% | +179.0% |
| 5Y | +289.5% | +150.6% | +138.9% | +136.6% |
| All | +930.0% | +339.8% | +590.2% | +395.7% |
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