+9.5%
DVN vs AFL
+63.5%
-54.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +4.5% | -1.6% | +6.2% | +5.1% |
| 30D | +12.0% | -4.0% | +16.0% | +13.5% |
| 3M | +13.4% | -0.5% | +13.9% | +13.2% |
| 6M | +12.1% | +6.5% | +5.6% | +8.8% |
| YTD | +38.8% | +6.2% | +32.6% | +34.6% |
| 1Y | +46.0% | +8.3% | +37.8% | +40.2% |
| 3Y | +9.5% | +62.5% | -53.0% | -16.2% |
| All | +9.5% | +63.5% | -54.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling