+291.3%
IR vs AFL
+296.3%
-5.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.9% |
| 7D | -2.8% | +0.6% | -3.4% | -3.2% |
| 30D | -15.1% | -6.2% | -9.0% | -11.8% |
| 3M | +6.1% | +2.2% | +3.9% | +4.1% |
| 6M | -16.8% | +5.3% | -22.1% | -20.1% |
| YTD | -3.5% | +8.0% | -11.5% | -9.0% |
| 1Y | -3.5% | +10.2% | -13.7% | -10.4% |
| 3Y | +9.5% | +67.1% | -57.6% | -24.8% |
| 5Y | +45.1% | +135.6% | -90.5% | -21.3% |
| All | +291.3% | +296.3% | -5.0% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling