+1,107.0%
DIA vs AFL
+3,563.6%
-2,456.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | +2.1% | +2.9% | -0.7% | +1.2% |
| 30D | +1.5% | +8.0% | -6.5% | -1.0% |
| 3M | -2.4% | +5.9% | -8.3% | -4.3% |
| 6M | +6.0% | +11.6% | -5.7% | +2.0% |
| YTD | +10.1% | +17.5% | -7.5% | +4.1% |
| 1Y | +11.8% | +13.3% | -1.5% | +7.0% |
| 3Y | +59.7% | +67.0% | -7.3% | +33.8% |
| 5Y | +57.9% | +150.6% | -92.8% | +15.8% |
| 10Y | +236.2% | +343.1% | -106.8% | +103.0% |
| All | +1,107.0% | +3,563.6% | -2,456.6% | +256.8% |
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