-9.0%
AUR vs AFL
+18.6%
-27.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -3.6% |
| 7D | -19.8% | +2.9% | -22.8% | -17.7% |
| 30D | -29.0% | +11.5% | -40.5% | -22.3% |
| 3M | -43.6% | +0.6% | -44.2% | -42.9% |
| 6M | -36.6% | +11.7% | -48.3% | -30.1% |
| YTD | +6.3% | +15.4% | -9.2% | +15.8% |
| 1Y | -9.0% | +17.6% | -26.6% | -0.7% |
| All | -9.0% | +18.6% | -27.6% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling