-10.4%
DOW vs AFL
+173.9%
-184.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.6% |
| 7D | -2.9% | -0.7% | -2.2% | -2.5% |
| 30D | +2.0% | -7.1% | +9.1% | +6.8% |
| 3M | -12.5% | +0.4% | -13.0% | -13.2% |
| 6M | -9.2% | +4.5% | -13.7% | -12.7% |
| YTD | +30.8% | +6.1% | +24.7% | +24.0% |
| 1Y | +29.4% | +10.6% | +18.8% | +18.9% |
| 3Y | -34.6% | +64.0% | -98.6% | -56.0% |
| 5Y | -35.9% | +133.7% | -169.7% | -67.6% |
| All | -10.4% | +173.9% | -184.3% | -55.2% |
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