+34,456.9%
LOW vs AFL
+18,474.8%
+15,982.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | -9.3% | -5.4% | -3.8% | -7.6% |
| 3M | -8.1% | -0.3% | -7.8% | -8.1% |
| 6M | -19.8% | +5.2% | -25.0% | -21.3% |
| YTD | -16.4% | +5.7% | -22.0% | -18.2% |
| 1Y | -24.7% | +10.2% | -34.9% | -27.5% |
| 3Y | -8.8% | +63.4% | -72.2% | -24.2% |
| 5Y | +7.8% | +133.0% | -125.2% | -21.1% |
| 10Y | +233.8% | +299.5% | -65.7% | +100.2% |
| All | +34,456.9% | +18,474.8% | +15,982.1% | +5,484.0% |
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 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