+1,223.7%
DVN vs AFL
+18,431.1%
-17,207.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.2% |
| 7D | +2.5% | -3.3% | +5.8% | +3.7% |
| 30D | +10.2% | -5.0% | +15.2% | +12.1% |
| 3M | +8.1% | -1.8% | +9.9% | +8.6% |
| 6M | +15.9% | +4.8% | +11.0% | +13.5% |
| YTD | +38.2% | +5.4% | +32.8% | +34.9% |
| 1Y | +44.5% | +9.0% | +35.5% | +39.2% |
| 3Y | +5.1% | +63.0% | -57.9% | -12.9% |
| 5Y | +124.3% | +134.5% | -10.2% | +63.9% |
| 10Y | +65.9% | +298.6% | -232.7% | +6.0% |
| All | +1,223.7% | +18,431.1% | -17,207.4% | +402.6% |
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 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