+371.4%
ASX vs AFL
+66.2%
+305.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +8.8% |
| 7D | -12.3% | +0.5% | -12.8% | -12.2% |
| 30D | -26.0% | +9.3% | -35.3% | -25.0% |
| 3M | -8.1% | +1.0% | -9.1% | -7.5% |
| 6M | +1.4% | +11.8% | -10.5% | +1.7% |
| YTD | +115.6% | +15.3% | +100.2% | +115.3% |
| 1Y | +128.0% | +12.1% | +116.0% | +128.6% |
| 3Y | +371.4% | +65.0% | +306.4% | +347.8% |
| All | +371.4% | +66.2% | +305.2% | +347.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling