+114.1%
DT vs AFL
+159.7%
-45.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.6% | -1.6% | 0.0% | -1.0% |
| 30D | +3.0% | -4.0% | +7.1% | +4.5% |
| 3M | +26.5% | -0.5% | +27.0% | +26.5% |
| 6M | +35.9% | +6.5% | +29.4% | +32.7% |
| YTD | +17.8% | +6.2% | +11.7% | +14.8% |
| 1Y | +4.1% | +8.3% | -4.2% | +0.4% |
| 3Y | +5.3% | +62.5% | -57.2% | -13.6% |
| 5Y | -27.2% | +136.2% | -163.3% | -49.0% |
| All | +114.1% | +159.7% | -45.6% | +46.6% |
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