-42.7%
ETHA vs AFL
+11.7%
-54.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -3.2% |
| 7D | +0.8% | +0.6% | +0.2% | +1.2% |
| 30D | +27.9% | -6.2% | +34.1% | +23.8% |
| 3M | +38.3% | +2.2% | +36.1% | +40.2% |
| 6M | +14.0% | +5.3% | +8.7% | +15.6% |
| YTD | -17.4% | +8.0% | -25.4% | -16.0% |
| 1Y | -42.7% | +10.2% | -52.9% | -41.3% |
| All | -42.7% | +11.7% | -54.3% | -41.3% |
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