+32.3%
DLR vs AFL
+149.6%
-117.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +3.3% | +2.9% | +0.5% | +2.5% |
| 30D | +4.6% | +8.0% | -3.4% | +2.2% |
| 3M | -8.3% | +5.9% | -14.2% | -9.9% |
| 6M | -5.6% | +11.6% | -17.3% | -8.9% |
| YTD | +18.7% | +17.5% | +1.2% | +12.4% |
| 1Y | +17.1% | +13.3% | +3.8% | +12.2% |
| 3Y | +54.4% | +67.0% | -12.7% | +26.0% |
| All | +32.3% | +149.6% | -117.3% | -8.5% |
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