-29.2%
ETHA vs AFL
+27.2%
-56.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +2.9% | -2.1% | +5.1% | +3.3% |
| 30D | +31.4% | -5.4% | +36.8% | +32.6% |
| 3M | +48.9% | -0.3% | +49.1% | +48.1% |
| 6M | +20.9% | +5.2% | +15.7% | +17.5% |
| YTD | -17.2% | +5.7% | -22.8% | -20.4% |
| 1Y | -42.8% | +10.2% | -53.0% | -46.4% |
| All | -29.2% | +27.2% | -56.4% | -45.0% |
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