+387.6%
EFA vs AFL
+1,273.6%
-886.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.5% | -2.1% | +1.7% | +0.3% |
| 30D | -1.3% | -5.4% | +4.1% | +0.6% |
| 3M | +5.2% | -0.3% | +5.4% | +5.0% |
| 6M | +9.4% | +5.2% | +4.1% | +6.8% |
| YTD | +12.7% | +5.7% | +7.0% | +9.7% |
| 1Y | +19.3% | +10.2% | +9.1% | +14.1% |
| 3Y | +66.3% | +63.4% | +2.9% | +35.3% |
| 5Y | +53.4% | +133.0% | -79.7% | +8.2% |
| 10Y | +144.4% | +299.5% | -155.1% | +34.7% |
| All | +387.6% | +1,273.6% | -886.0% | +56.0% |
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