+106.3%
DAL vs AFL
+134.0%
-27.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.4% |
| 7D | +3.4% | -0.7% | +4.1% | +3.9% |
| 30D | -13.6% | -7.1% | -6.4% | -9.5% |
| 3M | +1.2% | +0.4% | +0.8% | +0.5% |
| 6M | +34.5% | +4.5% | +30.0% | +29.4% |
| YTD | +14.7% | +6.1% | +8.6% | +9.0% |
| 1Y | +29.2% | +10.6% | +18.7% | +19.1% |
| 3Y | +100.0% | +64.0% | +36.0% | +34.1% |
| 5Y | +106.3% | +133.7% | -27.4% | -5.2% |
| All | +106.3% | +134.0% | -27.7% | -5.2% |
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