+361.5%
NDAQ vs AFL
+303.3%
+58.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -5.9% | -1.6% | -4.2% | -5.2% |
| 30D | -4.7% | -4.0% | -0.6% | -3.1% |
| 3M | +5.5% | -0.5% | +6.0% | +5.6% |
| 6M | +7.4% | +6.5% | +0.9% | +4.3% |
| YTD | -5.5% | +6.2% | -11.7% | -8.3% |
| 1Y | -3.7% | +8.3% | -12.0% | -7.4% |
| 3Y | +85.0% | +62.5% | +22.5% | +48.2% |
| 5Y | +49.0% | +136.2% | -87.2% | +0.3% |
| All | +361.5% | +303.3% | +58.2% | +147.8% |
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