+74.3%
F vs AFL
+342.1%
-267.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.5% |
| 7D | +1.0% | +2.1% | -1.1% | -0.4% |
| 30D | +2.1% | +10.6% | -8.4% | -4.3% |
| 3M | -10.3% | +4.4% | -14.6% | -12.9% |
| 6M | +3.3% | +13.1% | -9.9% | -5.7% |
| YTD | -2.0% | +16.6% | -18.6% | -12.5% |
| 1Y | -2.3% | +13.8% | -16.1% | -11.5% |
| 3Y | +49.9% | +65.7% | -15.8% | +2.6% |
| 5Y | -12.5% | +153.1% | -165.6% | -55.7% |
| 10Y | +74.3% | +335.9% | -261.6% | -38.1% |
| All | +74.3% | +342.1% | -267.8% | -38.1% |
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 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