+2,337.5%
D vs AFL
+20,558.3%
-18,220.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | -1.4% | +2.9% | -4.2% | -1.9% |
| 30D | +7.7% | +8.0% | -0.2% | +6.2% |
| 3M | -0.3% | +5.9% | -6.2% | -1.4% |
| 6M | +10.1% | +11.6% | -1.6% | +7.8% |
| YTD | +19.1% | +17.5% | +1.5% | +15.4% |
| 1Y | +15.9% | +13.3% | +2.6% | +13.1% |
| 3Y | +75.0% | +67.0% | +8.0% | +58.7% |
| 5Y | +13.4% | +150.6% | -137.3% | -4.7% |
| 10Y | +47.5% | +343.1% | -295.6% | +10.2% |
| All | +2,337.5% | +20,558.3% | -18,220.8% | +960.0% |
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