-2.3%
F vs AFL
+14.1%
-16.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.8% |
| 7D | +1.0% | +2.1% | -1.1% | +0.9% |
| 30D | +2.1% | +10.6% | -8.4% | +2.3% |
| 3M | -10.3% | +4.4% | -14.6% | -10.6% |
| 6M | +3.3% | +13.1% | -9.9% | +2.4% |
| YTD | -2.0% | +16.6% | -18.6% | -2.7% |
| 1Y | -2.3% | +13.8% | -16.1% | -2.0% |
| All | -2.3% | +14.1% | -16.4% | -2.0% |
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 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