+39.0%
DVN vs AFL
+18.6%
+20.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.4% | -7.4% |
| 7D | -13.9% | +2.9% | -16.9% | -14.0% |
| 30D | -8.0% | +11.5% | -19.5% | -8.8% |
| 3M | +0.8% | +0.6% | +0.2% | +0.6% |
| 6M | -12.8% | +11.7% | -24.4% | -13.5% |
| YTD | +22.7% | +15.4% | +7.3% | +22.5% |
| 1Y | +39.0% | +17.6% | +21.4% | +39.8% |
| All | +39.0% | +18.6% | +20.4% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling