+38.4%
CART vs AFL
+58.6%
-20.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | -9.5% | -2.1% | -7.4% | -9.3% |
| 30D | -7.8% | -5.4% | -2.3% | -7.3% |
| 3M | +10.4% | -0.3% | +10.7% | +10.2% |
| 6M | +20.1% | +5.2% | +14.8% | +18.9% |
| YTD | +3.7% | +5.7% | -2.0% | +2.5% |
| 1Y | +2.6% | +10.2% | -7.6% | +0.6% |
| All | +38.4% | +58.6% | -20.2% | +29.6% |
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