+48.8%
D vs AFL
+336.0%
-287.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +8.4% | +8.6% | -0.3% | +5.3% |
| 3M | +0.2% | +5.3% | -5.1% | -1.6% |
| 6M | +9.5% | +10.0% | -0.6% | +5.8% |
| YTD | +18.8% | +16.5% | +2.3% | +12.4% |
| 1Y | +14.7% | +12.7% | +2.0% | +9.7% |
| 3Y | +72.9% | +65.5% | +7.5% | +44.4% |
| 5Y | +13.1% | +148.5% | -135.4% | -18.4% |
| All | +48.8% | +336.0% | -287.2% | -14.8% |
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