+23.5%
DIS vs AFL
+303.3%
-279.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | +1.2% | -1.6% | +2.8% | +2.0% |
| 30D | +3.2% | -4.0% | +7.3% | +5.2% |
| 3M | +7.0% | -0.5% | +7.5% | +7.1% |
| 6M | +6.4% | +6.5% | -0.1% | +2.6% |
| YTD | -5.6% | +6.2% | -11.8% | -9.0% |
| 1Y | -7.7% | +8.3% | -16.0% | -12.0% |
| 3Y | +33.2% | +62.5% | -29.4% | +0.7% |
| 5Y | -40.3% | +136.2% | -176.5% | -63.5% |
| All | +23.5% | +303.3% | -279.8% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling