+13.5%
D vs AFL
+154.2%
-140.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -2.4% | +1.4% | -3.9% | -3.0% |
| 30D | +9.0% | +9.7% | -0.7% | +5.2% |
| 3M | +1.0% | +5.5% | -4.6% | -1.2% |
| 6M | +11.0% | +11.2% | -0.2% | +6.4% |
| YTD | +19.8% | +17.1% | +2.7% | +12.3% |
| 1Y | +16.0% | +14.0% | +1.9% | +9.8% |
| 3Y | +74.4% | +66.3% | +8.1% | +43.2% |
| 5Y | +13.5% | +152.7% | -139.1% | -22.5% |
| All | +13.5% | +154.2% | -140.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling