+124.5%
GLD vs AFL
+64.2%
+60.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.8% |
| 7D | +0.7% | -0.7% | +1.5% | +0.7% |
| 30D | +0.3% | -7.1% | +7.4% | +0.1% |
| 3M | +0.6% | +0.4% | +0.2% | +0.5% |
| 6M | -15.6% | +4.5% | -20.1% | -15.8% |
| YTD | +0.9% | +6.1% | -5.2% | +0.4% |
| 1Y | +19.4% | +10.6% | +8.8% | +18.7% |
| 3Y | +124.5% | +64.0% | +60.4% | +119.0% |
| All | +124.5% | +64.2% | +60.2% | +119.0% |
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 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