+269.3%
C vs AFL
+64.2%
+205.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +3.2% | -0.7% | +3.9% | +3.5% |
| 30D | +1.3% | -7.1% | +8.4% | +4.4% |
| 3M | +3.1% | +0.4% | +2.7% | +2.5% |
| 6M | +29.6% | +4.5% | +25.1% | +26.3% |
| YTD | +19.0% | +6.1% | +12.9% | +15.0% |
| 1Y | +45.6% | +10.6% | +35.1% | +37.9% |
| 3Y | +269.3% | +64.0% | +205.3% | +181.7% |
| All | +269.3% | +64.2% | +205.1% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling