+38.0%
DIS vs AFL
+67.0%
-29.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.6% | +1.4% | -0.9% | +0.2% |
| 30D | +10.3% | +9.7% | +0.6% | +7.5% |
| 3M | +15.6% | +5.5% | +10.1% | +13.7% |
| 6M | +15.1% | +11.2% | +3.9% | +11.6% |
| YTD | +6.0% | +17.1% | -11.1% | +1.0% |
| 1Y | +5.7% | +14.0% | -8.4% | +1.5% |
| All | +38.0% | +67.0% | -29.0% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling