+61.9%
D vs AFL
+64.2%
-2.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -0.7% | -7.1% | +6.4% | +2.0% |
| 3M | +2.1% | +0.4% | +1.7% | +1.6% |
| 6M | +6.8% | +4.5% | +2.3% | +4.7% |
| YTD | +16.5% | +6.1% | +10.5% | +13.4% |
| 1Y | +19.2% | +10.6% | +8.6% | +14.0% |
| 3Y | +61.9% | +64.0% | -2.2% | +38.7% |
| All | +61.9% | +64.2% | -2.4% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling