+1,062.4%
APH vs AFL
+297.3%
+765.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.6% | -2.1% | +3.8% | +2.5% |
| 30D | -3.0% | -5.4% | +2.4% | -0.8% |
| 3M | +5.7% | -0.3% | +6.0% | +5.1% |
| 6M | +20.0% | +5.2% | +14.8% | +16.1% |
| YTD | +20.8% | +5.7% | +15.1% | +16.1% |
| 1Y | +40.2% | +10.2% | +30.0% | +31.6% |
| 3Y | +288.1% | +63.4% | +224.7% | +193.5% |
| 5Y | +352.5% | +133.0% | +219.5% | +183.7% |
| 10Y | +1,062.4% | +299.5% | +762.9% | +489.8% |
| All | +1,062.4% | +297.3% | +765.2% | +489.8% |
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 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