+1,044.5%
C vs AFL
+20,380.2%
-19,335.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +4.7% | +0.2% | +4.5% | +4.6% |
| 30D | +0.2% | +8.6% | -8.5% | -5.0% |
| 3M | -9.3% | +5.3% | -14.6% | -12.4% |
| 6M | -0.8% | +10.0% | -10.9% | -7.3% |
| YTD | +8.5% | +16.5% | -8.0% | -2.5% |
| 1Y | +23.1% | +12.7% | +10.4% | +12.8% |
| 3Y | +220.8% | +65.5% | +155.3% | +126.0% |
| 5Y | +112.4% | +148.5% | -36.1% | +15.3% |
| 10Y | +217.9% | +339.2% | -121.3% | +22.7% |
| All | +1,044.5% | +20,380.2% | -19,335.7% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling