+2,351.9%
D vs AFL
+20,477.3%
-18,125.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -2.4% | +1.4% | -3.9% | -2.7% |
| 30D | +9.0% | +9.7% | -0.7% | +7.2% |
| 3M | +1.0% | +5.5% | -4.6% | -0.1% |
| 6M | +11.0% | +11.2% | -0.2% | +8.8% |
| YTD | +19.8% | +17.1% | +2.7% | +16.2% |
| 1Y | +16.0% | +14.0% | +1.9% | +13.0% |
| 3Y | +74.4% | +66.3% | +8.1% | +58.3% |
| 5Y | +13.5% | +152.7% | -139.1% | -4.7% |
| 10Y | +48.4% | +341.3% | -293.0% | +10.9% |
| All | +2,351.9% | +20,477.3% | -18,125.5% | +967.1% |
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