+158.8%
B vs AFL
+133.0%
+25.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.0% | -2.1% | +3.2% | +1.4% |
| 30D | +9.5% | -5.4% | +14.9% | +10.4% |
| 3M | +14.3% | -0.3% | +14.6% | +14.1% |
| 6M | -1.9% | +5.2% | -7.1% | -3.3% |
| YTD | +4.1% | +5.7% | -1.6% | +2.3% |
| 1Y | +56.1% | +10.2% | +45.9% | +51.6% |
| 3Y | +202.0% | +63.4% | +138.6% | +169.6% |
| 5Y | +158.8% | +133.0% | +25.8% | +113.5% |
| All | +158.8% | +133.0% | +25.8% | +113.5% |
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