+887.0%
DECK vs AFL
+348.2%
+538.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +6.4% | +0.5% | +5.9% | +6.2% |
| 30D | +9.1% | +9.3% | -0.2% | +4.4% |
| 3M | -7.2% | +1.0% | -8.2% | -7.8% |
| 6M | -9.9% | +11.8% | -21.8% | -15.1% |
| YTD | -12.8% | +15.3% | -28.1% | -19.2% |
| 1Y | +10.6% | +12.1% | -1.5% | +3.9% |
| 3Y | -13.8% | +65.0% | -78.8% | -34.9% |
| 5Y | +27.6% | +149.1% | -121.5% | -23.4% |
| 10Y | +887.0% | +340.9% | +546.1% | +368.6% |
| All | +887.0% | +348.2% | +538.9% | +368.6% |
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