+1,163.5%
C vs AFL
+18,874.7%
-17,711.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +0.1% | -6.2% | +6.2% | +4.1% |
| 3M | +2.4% | +2.2% | +0.2% | +0.5% |
| 6M | +24.9% | +5.3% | +19.7% | +20.2% |
| YTD | +19.8% | +8.0% | +11.9% | +13.2% |
| 1Y | +44.9% | +10.2% | +34.6% | +34.8% |
| 3Y | +263.0% | +67.1% | +195.9% | +154.7% |
| 5Y | +129.5% | +135.6% | -6.1% | +29.0% |
| 10Y | +291.6% | +299.4% | -7.8% | +60.7% |
| All | +1,163.5% | +18,874.7% | -17,711.1% | +42.1% |
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