+1,115.2%
DIA vs AFL
+3,206.1%
-2,091.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -2.1% | -7.1% | +5.1% | +0.2% |
| 3M | +4.2% | +0.4% | +3.7% | +3.8% |
| 6M | +11.9% | +4.5% | +7.4% | +10.0% |
| YTD | +10.8% | +6.1% | +4.8% | +8.3% |
| 1Y | +17.5% | +10.6% | +7.0% | +13.2% |
| 3Y | +59.9% | +64.0% | -4.1% | +34.8% |
| 5Y | +64.1% | +133.7% | -69.6% | +23.1% |
| 10Y | +246.2% | +298.0% | -51.8% | +116.3% |
| All | +1,115.2% | +3,206.1% | -2,091.0% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling