+37.3%
IR vs AFL
+133.0%
-95.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | -1.9% | -2.1% | +0.2% | -0.7% |
| 30D | -15.0% | -5.4% | -9.6% | -12.4% |
| 3M | -0.4% | -0.3% | -0.2% | -0.7% |
| 6M | -15.0% | +5.2% | -20.3% | -18.2% |
| YTD | -7.1% | +5.7% | -12.7% | -11.0% |
| 1Y | -7.5% | +10.2% | -17.8% | -13.8% |
| 3Y | +6.3% | +63.4% | -57.1% | -26.9% |
| 5Y | +37.3% | +133.0% | -95.7% | -29.6% |
| All | +37.3% | +133.0% | -95.7% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling