+127,881.2%
APH vs AFL
+12,082.2%
+115,799.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | -5.0% | +2.1% | -7.1% | -5.7% |
| 30D | -8.4% | +10.6% | -18.9% | -11.3% |
| 3M | -4.5% | +4.4% | -8.9% | -6.1% |
| 6M | +25.3% | +13.1% | +12.2% | +19.5% |
| YTD | +18.9% | +16.6% | +2.3% | +12.0% |
| 1Y | +11.9% | +13.8% | -1.9% | +6.1% |
| 3Y | +278.0% | +65.7% | +212.3% | +213.9% |
| 5Y | +306.4% | +153.1% | +153.3% | +194.9% |
| 10Y | +955.2% | +335.9% | +619.3% | +537.3% |
| All | +127,881.2% | +12,082.2% | +115,799.0% | +35,380.7% |
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 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