-23.9%
DIS vs AFL
+154.2%
-178.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.6% | +1.4% | -0.9% | 0.0% |
| 30D | +10.3% | +9.7% | +0.6% | +6.0% |
| 3M | +15.6% | +5.5% | +10.1% | +12.8% |
| 6M | +15.1% | +11.2% | +3.9% | +9.7% |
| YTD | +6.0% | +17.1% | -11.1% | -1.6% |
| 1Y | +5.7% | +14.0% | -8.4% | -0.8% |
| 3Y | +39.8% | +66.3% | -26.5% | +7.6% |
| 5Y | -23.9% | +152.7% | -176.6% | -57.0% |
| All | -23.9% | +154.2% | -178.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling