+382.3%
APP vs AFL
+145.2%
+237.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.3% | -3.3% | +3.6% | +1.5% |
| 30D | -1.3% | -5.0% | +3.7% | +0.5% |
| 3M | -36.2% | -1.8% | -34.4% | -36.2% |
| 6M | -34.1% | +4.8% | -39.0% | -36.1% |
| YTD | -53.3% | +5.4% | -58.8% | -55.2% |
| 1Y | -44.5% | +9.0% | -53.5% | -47.9% |
| 3Y | +646.7% | +63.0% | +583.6% | +454.1% |
| 5Y | +306.4% | +134.5% | +171.9% | +154.1% |
| All | +382.3% | +145.2% | +237.2% | +200.9% |
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