+319.1%
DELL vs AFL
+11.7%
+307.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +0.8% |
| 7D | +14.9% | +0.6% | +14.3% | +15.2% |
| 30D | +13.3% | -6.2% | +19.5% | +7.3% |
| 3M | +24.4% | +2.2% | +22.2% | +26.1% |
| 6M | +258.0% | +5.3% | +252.7% | +268.1% |
| YTD | +320.2% | +8.0% | +312.2% | +336.6% |
| 1Y | +319.1% | +10.2% | +308.8% | +345.0% |
| All | +319.1% | +11.7% | +307.4% | +345.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling