+4,368.6%
ETR vs AFL
+18,542.8%
-14,174.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.5% |
| 7D | +1.4% | -0.7% | +2.2% | +1.6% |
| 30D | +1.9% | -7.1% | +9.0% | +3.4% |
| 3M | +1.0% | +0.4% | +0.6% | +0.8% |
| 6M | +4.8% | +4.5% | +0.3% | +3.8% |
| YTD | +19.5% | +6.1% | +13.5% | +17.9% |
| 1Y | +28.1% | +10.6% | +17.5% | +25.2% |
| 3Y | +151.1% | +64.0% | +87.1% | +125.2% |
| 5Y | +125.2% | +133.7% | -8.6% | +87.2% |
| 10Y | +291.1% | +298.0% | -6.9% | +189.6% |
| All | +4,368.6% | +18,542.8% | -14,174.2% | +1,780.1% |
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