-9.9%
IR vs AFL
+9.8%
-19.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -4.5% | -1.6% | -2.8% | -4.2% |
| 30D | -13.9% | -4.0% | -9.9% | -13.3% |
| 3M | -0.3% | -0.5% | +0.2% | -0.4% |
| 6M | -14.3% | +6.5% | -20.8% | -16.7% |
| YTD | -7.9% | +6.2% | -14.0% | -10.7% |
| 1Y | -9.9% | +8.3% | -18.2% | -13.0% |
| All | -9.9% | +9.8% | -19.7% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling