+273.7%
IR vs AFL
+289.8%
-16.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -4.5% | -1.6% | -2.8% | -3.5% |
| 30D | -13.9% | -4.0% | -9.9% | -11.8% |
| 3M | -0.3% | -0.5% | +0.2% | -0.4% |
| 6M | -14.3% | +6.5% | -20.8% | -18.3% |
| YTD | -7.9% | +6.2% | -14.0% | -12.2% |
| 1Y | -9.9% | +8.3% | -18.2% | -15.4% |
| 3Y | +6.5% | +62.5% | -56.0% | -25.5% |
| 5Y | +34.0% | +136.2% | -102.1% | -27.4% |
| All | +273.7% | +289.8% | -16.1% | +48.2% |
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