+199.9%
B vs AFL
+300.4%
-100.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -5.0% | -3.3% | -1.7% | -4.7% |
| 30D | +8.7% | -5.0% | +13.7% | +9.2% |
| 3M | +17.3% | -1.8% | +19.1% | +17.4% |
| 6M | -5.0% | +4.8% | -9.9% | -5.7% |
| YTD | +1.4% | +5.4% | -4.0% | +0.5% |
| 1Y | +50.5% | +9.0% | +41.5% | +48.4% |
| 3Y | +194.4% | +63.0% | +131.3% | +177.8% |
| 5Y | +156.7% | +134.5% | +22.2% | +133.8% |
| All | +199.9% | +300.4% | -100.5% | +182.0% |
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