+2,271.9%
D vs AFL
+18,874.7%
-16,602.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | -2.6% | -6.2% | +3.6% | -1.5% |
| 3M | 0.0% | +2.2% | -2.2% | -0.5% |
| 6M | +7.4% | +5.3% | +2.1% | +6.2% |
| YTD | +15.9% | +8.0% | +7.9% | +14.1% |
| 1Y | +18.1% | +10.2% | +7.9% | +15.9% |
| 3Y | +58.4% | +67.1% | -8.7% | +43.7% |
| 5Y | +5.2% | +135.6% | -130.4% | -10.6% |
| 10Y | +35.9% | +299.4% | -263.5% | +3.4% |
| All | +2,271.9% | +18,874.7% | -16,602.7% | +947.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling