+1,025.2%
C vs AFL
+20,171.4%
-19,146.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +1.9% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | -5.4% | +9.3% | -14.7% | -10.7% |
| 3M | -9.2% | +1.0% | -10.2% | -10.0% |
| 6M | -1.8% | +11.8% | -13.7% | -9.2% |
| YTD | +6.7% | +15.3% | -8.6% | -3.5% |
| 1Y | +23.5% | +12.1% | +11.5% | +13.6% |
| 3Y | +219.8% | +65.0% | +154.8% | +125.8% |
| 5Y | +112.4% | +149.1% | -36.7% | +15.1% |
| 10Y | +220.1% | +340.9% | -120.8% | +23.3% |
| All | +1,025.2% | +20,171.4% | -19,146.2% | +21.1% |
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