+291.5%
C vs AFL
+300.4%
-8.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +0.3% | -3.3% | +3.5% | +2.8% |
| 30D | +2.0% | -5.0% | +7.0% | +6.0% |
| 3M | +4.4% | -1.8% | +6.1% | +5.2% |
| 6M | +28.3% | +4.8% | +23.5% | +22.6% |
| YTD | +20.5% | +5.4% | +15.1% | +14.2% |
| 1Y | +45.5% | +9.0% | +36.6% | +34.1% |
| 3Y | +274.0% | +63.0% | +211.0% | +140.6% |
| 5Y | +136.1% | +134.5% | +1.6% | +9.9% |
| All | +291.5% | +300.4% | -8.9% | +26.9% |
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