+24.3%
DECK vs AFL
+150.9%
-126.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | +6.0% | +2.2% | +3.8% | +5.0% |
| 30D | +7.4% | +11.1% | -3.7% | +2.5% |
| 3M | -11.7% | +1.0% | -12.7% | -12.2% |
| 6M | -11.0% | +11.4% | -22.4% | -15.5% |
| YTD | -15.4% | +16.3% | -31.6% | -21.3% |
| 1Y | +7.2% | +15.9% | -8.6% | -0.2% |
| 3Y | -11.8% | +63.6% | -75.5% | -32.3% |
| 5Y | +24.3% | +149.1% | -124.8% | -29.2% |
| All | +24.3% | +150.9% | -126.6% | -29.2% |
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