+26.1%
DECK vs AFL
+135.6%
-109.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.0% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | -13.6% | -6.2% | -7.4% | -11.3% |
| 3M | -21.2% | +2.2% | -23.4% | -22.1% |
| 6M | -21.1% | +5.3% | -26.4% | -23.1% |
| YTD | -17.2% | +8.0% | -25.2% | -20.3% |
| 1Y | -30.7% | +10.2% | -41.0% | -34.1% |
| 3Y | -3.4% | +67.1% | -70.4% | -26.5% |
| All | +26.1% | +135.6% | -109.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling