+415.5%
DAL vs AFL
+679.2%
-263.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | +2.3% | +1.4% | +0.9% | +1.5% |
| 30D | +14.3% | +9.7% | +4.6% | +8.5% |
| 3M | +1.3% | +5.5% | -4.2% | -1.9% |
| 6M | +29.3% | +11.2% | +18.1% | +21.0% |
| YTD | +33.0% | +17.1% | +15.9% | +20.6% |
| 1Y | +59.8% | +14.0% | +45.8% | +47.0% |
| 3Y | +177.2% | +66.3% | +110.9% | +103.1% |
| 5Y | +118.4% | +152.7% | -34.3% | +27.0% |
| 10Y | +121.4% | +341.3% | -219.9% | -0.4% |
| All | +415.5% | +679.2% | -263.7% | +99.3% |
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