+644.7%
FLEX vs AFL
+336.0%
+308.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +17.1% | +0.2% | +16.9% | +16.9% |
| 30D | -29.5% | +8.6% | -38.2% | -33.2% |
| 3M | -37.3% | +5.3% | -42.6% | -39.6% |
| 6M | -44.1% | +10.0% | -54.1% | -48.2% |
| YTD | +29.3% | +16.5% | +12.8% | +14.6% |
| 1Y | +24.2% | +12.7% | +11.5% | +12.1% |
| 3Y | +297.3% | +65.5% | +231.9% | +165.6% |
| 5Y | +446.2% | +148.5% | +297.7% | +167.9% |
| All | +644.7% | +336.0% | +308.7% | +164.7% |
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