+351.3%
DAL vs AFL
+618.5%
-267.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | -13.9% | -6.2% | -7.7% | -10.9% |
| 3M | +1.1% | +2.2% | -1.1% | -0.5% |
| 6M | +26.2% | +5.3% | +21.0% | +21.8% |
| YTD | +16.4% | +8.0% | +8.5% | +10.6% |
| 1Y | +33.9% | +10.2% | +23.6% | +25.4% |
| 3Y | +93.4% | +67.1% | +26.3% | +41.4% |
| 5Y | +106.4% | +135.6% | -29.2% | +24.9% |
| 10Y | +143.0% | +299.4% | -156.4% | +15.6% |
| All | +351.3% | +618.5% | -267.2% | +82.8% |
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