+102.9%
DAL vs AFL
+143.8%
-40.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.2% |
| 7D | +8.8% | +0.1% | +8.7% | +8.7% |
| 30D | +5.4% | +10.0% | -4.6% | -0.7% |
| 3M | -4.9% | -1.6% | -3.4% | -4.2% |
| 6M | +19.8% | +10.5% | +9.3% | +11.6% |
| YTD | +27.0% | +14.3% | +12.7% | +15.2% |
| 1Y | +52.5% | +11.4% | +41.1% | +40.6% |
| 3Y | +173.8% | +62.4% | +111.4% | +88.7% |
| All | +102.9% | +143.8% | -40.9% | -12.4% |
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