+421.5%
CARR vs AFL
+434.2%
-12.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -3.8% | -1.6% | -2.1% | -3.0% |
| 30D | -8.9% | -4.0% | -4.9% | -7.2% |
| 3M | -17.3% | -0.5% | -16.8% | -17.6% |
| 6M | -1.4% | +6.5% | -7.9% | -5.4% |
| YTD | +10.0% | +6.2% | +3.8% | +5.5% |
| 1Y | -6.4% | +8.3% | -14.6% | -11.3% |
| 3Y | +1.5% | +62.5% | -61.0% | -24.5% |
| 5Y | +9.3% | +136.2% | -126.9% | -34.1% |
| All | +421.5% | +434.2% | -12.7% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling