+1,007.5%
ASX vs AFL
+340.0%
+667.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.5% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | -20.4% | +9.7% | -30.1% | -23.5% |
| 3M | -2.1% | +5.5% | -7.7% | -4.7% |
| 6M | +8.2% | +11.2% | -3.0% | +1.9% |
| YTD | +137.3% | +17.1% | +120.2% | +117.8% |
| 1Y | +155.0% | +14.0% | +141.0% | +136.6% |
| 3Y | +397.9% | +66.3% | +331.7% | +276.1% |
| 5Y | +529.2% | +152.7% | +376.6% | +281.5% |
| 10Y | +1,007.5% | +341.3% | +666.2% | +444.0% |
| All | +1,007.5% | +340.0% | +667.5% | +444.0% |
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