+781.3%
DECK vs AFL
+340.0%
+441.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.8% |
| 7D | -0.8% | +1.4% | -2.3% | -1.5% |
| 30D | +4.9% | +9.7% | -4.8% | +0.2% |
| 3M | -5.8% | +5.5% | -11.3% | -8.4% |
| 6M | -8.6% | +11.2% | -19.8% | -13.5% |
| YTD | -14.7% | +17.1% | -31.8% | -21.6% |
| 1Y | +6.9% | +14.0% | -7.2% | -0.5% |
| 3Y | -16.2% | +66.3% | -82.5% | -36.9% |
| 5Y | +25.3% | +152.7% | -127.4% | -25.3% |
| 10Y | +781.3% | +341.3% | +440.0% | +315.5% |
| All | +781.3% | +340.0% | +441.3% | +315.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling