+3,552.3%
ASX vs AFL
+1,144.2%
+2,408.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +2.0% | -6.2% | +8.2% | +4.0% |
| 3M | -1.3% | +2.2% | -3.5% | -2.8% |
| 6M | +71.4% | +5.3% | +66.2% | +66.9% |
| YTD | +135.3% | +8.0% | +127.4% | +127.0% |
| 1Y | +267.5% | +10.2% | +257.2% | +250.6% |
| 3Y | +388.5% | +67.1% | +321.4% | +300.0% |
| 5Y | +417.1% | +135.6% | +281.5% | +275.6% |
| 10Y | +872.7% | +299.4% | +573.4% | +481.2% |
| All | +3,552.3% | +1,144.2% | +2,408.1% | +1,150.6% |
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