+16.4%
JD vs AFL
+300.4%
-284.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.6% | -3.3% | +0.7% | -1.6% |
| 30D | -15.4% | -5.0% | -10.4% | -14.1% |
| 3M | -5.0% | -1.8% | -3.3% | -4.7% |
| 6M | +0.9% | +4.8% | -3.9% | -0.9% |
| YTD | -2.5% | +5.4% | -7.9% | -4.5% |
| 1Y | -16.0% | +9.0% | -25.0% | -18.7% |
| 3Y | -8.5% | +63.0% | -71.6% | -23.4% |
| 5Y | -61.8% | +134.5% | -196.3% | -71.7% |
| All | +16.4% | +300.4% | -284.0% | -24.4% |
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