+161.0%
DAL vs AFL
+67.6%
+93.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.1% | +2.9% | -4.0% | -2.1% |
| 30D | +12.8% | +8.0% | +4.9% | +9.6% |
| 3M | -5.3% | +5.9% | -11.2% | -7.4% |
| 6M | +22.4% | +11.6% | +10.7% | +16.7% |
| YTD | +25.6% | +17.5% | +8.1% | +16.7% |
| 1Y | +45.5% | +13.3% | +32.2% | +37.6% |
| 3Y | +161.0% | +67.0% | +93.9% | +142.1% |
| All | +161.0% | +67.6% | +93.3% | +142.1% |
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 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