+3.7%
F vs AFL
+18.6%
-14.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.9% |
| 7D | +6.0% | +2.9% | +3.1% | +5.9% |
| 30D | +4.3% | +11.5% | -7.2% | +4.3% |
| 3M | -10.1% | +0.6% | -10.7% | -10.4% |
| 6M | +12.8% | +11.7% | +1.1% | +11.5% |
| YTD | -0.1% | +15.4% | -15.5% | -1.5% |
| 1Y | +3.7% | +17.6% | -13.9% | +1.2% |
| All | +3.7% | +18.6% | -14.9% | +1.2% |
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