+632.4%
GEV vs AFL
+42.4%
+590.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +1.6% | -1.6% | +3.3% | +1.8% |
| 30D | -7.9% | -4.0% | -3.9% | -7.6% |
| 3M | +5.6% | -0.5% | +6.1% | +5.1% |
| 6M | +13.1% | +6.5% | +6.5% | +10.6% |
| YTD | +46.7% | +6.2% | +40.6% | +43.3% |
| 1Y | +51.3% | +8.3% | +43.0% | +46.2% |
| All | +632.4% | +42.4% | +590.0% | +565.1% |
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 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