+748.8%
DECK vs AFL
+339.8%
+409.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | +0.1% | +2.9% | -2.7% | -1.2% |
| 30D | +4.8% | +8.0% | -3.1% | +1.0% |
| 3M | -6.9% | +5.9% | -12.9% | -9.6% |
| 6M | -7.6% | +11.6% | -19.2% | -12.7% |
| YTD | -16.3% | +17.5% | -33.8% | -23.1% |
| 1Y | +4.5% | +13.3% | -8.8% | -2.4% |
| 3Y | -17.1% | +67.0% | -84.1% | -37.7% |
| 5Y | +21.9% | +150.6% | -128.7% | -27.0% |
| All | +748.8% | +339.8% | +409.0% | +299.6% |
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