+227.5%
LOW vs AFL
+303.3%
-75.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.7% | -1.6% | -2.1% | -3.0% |
| 30D | -8.9% | -4.0% | -4.8% | -7.2% |
| 3M | -10.4% | -0.5% | -9.9% | -10.4% |
| 6M | -19.4% | +6.5% | -25.9% | -22.1% |
| YTD | -17.1% | +6.2% | -23.3% | -19.9% |
| 1Y | -26.3% | +8.3% | -34.5% | -29.6% |
| 3Y | -9.9% | +62.5% | -72.4% | -31.3% |
| 5Y | +6.1% | +136.2% | -130.0% | -34.5% |
| All | +227.5% | +303.3% | -75.7% | +45.3% |
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