-35.1%
AUR vs AFL
+133.8%
-168.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +1.4% | -1.6% | +3.1% | +2.2% |
| 30D | -6.4% | -4.0% | -2.4% | -4.7% |
| 3M | +7.7% | -0.5% | +8.2% | +7.0% |
| 6M | +44.5% | +6.5% | +38.0% | +37.0% |
| YTD | +67.4% | +6.2% | +61.3% | +57.7% |
| 1Y | +15.4% | +8.3% | +7.2% | +6.8% |
| 3Y | +94.8% | +62.5% | +32.3% | +45.3% |
| All | -35.1% | +133.8% | -168.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling