+53.9%
F vs AFL
+135.6%
-81.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.0% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +4.6% | -6.2% | +10.8% | +8.2% |
| 3M | -3.7% | +2.2% | -5.8% | -5.6% |
| 6M | +16.8% | +5.3% | +11.5% | +12.0% |
| YTD | +15.3% | +8.0% | +7.3% | +8.6% |
| 1Y | +31.0% | +10.2% | +20.8% | +21.3% |
| 3Y | +45.4% | +67.1% | -21.6% | -3.3% |
| All | +53.9% | +135.6% | -81.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling