+52.5%
F vs AFL
+64.6%
-12.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | +2.6% | +10.0% | -7.4% | -0.3% |
| 3M | -8.8% | -1.6% | -7.3% | -8.4% |
| 6M | +4.6% | +10.5% | -5.9% | +0.6% |
| YTD | -1.9% | +14.3% | -16.2% | -7.0% |
| 1Y | -0.8% | +11.4% | -12.2% | -5.0% |
| All | +52.5% | +64.6% | -12.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling