+67.3%
F vs AFL
+339.8%
-272.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -3.1% | +2.9% | -6.0% | -4.8% |
| 30D | 0.0% | +8.0% | -7.9% | -4.7% |
| 3M | -13.2% | +5.9% | -19.1% | -16.6% |
| 6M | -10.2% | +11.6% | -21.8% | -17.2% |
| YTD | -4.9% | +17.5% | -22.5% | -15.6% |
| 1Y | -6.1% | +13.3% | -19.4% | -14.6% |
| 3Y | +46.0% | +67.0% | -21.1% | -0.7% |
| 5Y | -15.7% | +150.6% | -166.3% | -57.1% |
| All | +67.3% | +339.8% | -272.5% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling