+35.6%
D vs AFL
+301.4%
-265.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | -2.1% | +1.7% | +0.3% |
| 30D | -2.1% | -5.4% | +3.4% | -0.3% |
| 3M | -0.7% | -0.3% | -0.5% | -0.8% |
| 6M | +5.6% | +5.2% | +0.4% | +3.5% |
| YTD | +14.6% | +5.7% | +8.9% | +12.1% |
| 1Y | +15.3% | +10.2% | +5.1% | +11.2% |
| 3Y | +59.1% | +63.4% | -4.3% | +33.6% |
| 5Y | +3.9% | +133.0% | -129.1% | -23.2% |
| All | +35.6% | +301.4% | -265.8% | -15.7% |
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