-27.0%
ETHA vs AFL
+27.8%
-54.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.1% |
| 7D | +3.5% | -1.6% | +5.1% | +3.8% |
| 30D | +35.3% | -4.0% | +39.3% | +36.1% |
| 3M | +50.9% | -0.5% | +51.4% | +50.2% |
| 6M | +22.1% | +6.5% | +15.6% | +18.3% |
| YTD | -14.6% | +6.2% | -20.8% | -17.9% |
| 1Y | -42.8% | +8.3% | -51.1% | -45.8% |
| All | -27.0% | +27.8% | -54.8% | -43.3% |
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 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