+131.6%
C vs AFL
+134.0%
-2.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.3% |
| 7D | +3.2% | -0.7% | +3.9% | +3.6% |
| 30D | +1.3% | -7.1% | +8.4% | +5.7% |
| 3M | +3.1% | +0.4% | +2.7% | +2.4% |
| 6M | +29.6% | +4.5% | +25.1% | +25.3% |
| YTD | +19.0% | +6.1% | +12.9% | +13.7% |
| 1Y | +45.6% | +10.6% | +35.1% | +35.3% |
| 3Y | +269.3% | +64.0% | +205.3% | +155.3% |
| 5Y | +131.6% | +133.7% | -2.2% | +18.4% |
| All | +131.6% | +134.0% | -2.4% | +18.4% |
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