+14,263.1%
DE vs AFL
+18,474.8%
-4,211.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -3.0% | -2.1% | -0.9% | -2.3% |
| 30D | +11.1% | -5.4% | +16.6% | +13.4% |
| 3M | +17.6% | -0.3% | +17.9% | +17.5% |
| 6M | +13.6% | +5.2% | +8.4% | +11.2% |
| YTD | +46.3% | +5.7% | +40.6% | +42.8% |
| 1Y | +44.2% | +10.2% | +34.0% | +38.4% |
| 3Y | +76.6% | +63.4% | +13.2% | +45.0% |
| 5Y | +98.2% | +133.0% | -34.8% | +43.0% |
| 10Y | +863.5% | +299.5% | +564.0% | +465.9% |
| All | +14,263.1% | +18,474.8% | -4,211.6% | +2,924.9% |
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