+11.8%
D vs AFL
+9.8%
+2.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.2% | -1.6% | -0.6% | -1.7% |
| 30D | -4.5% | -4.0% | -0.4% | -3.1% |
| 3M | -2.5% | -0.5% | -2.0% | -2.9% |
| 6M | +5.5% | +6.5% | -1.0% | +2.2% |
| YTD | +13.3% | +6.2% | +7.1% | +9.3% |
| 1Y | +11.8% | +8.3% | +3.6% | +6.2% |
| All | +11.8% | +9.8% | +2.0% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling